You must first create the export action preferably using a view that contains only the data you want.
With that many modules you'll want to name those exports very carefully so you can find them using a python script.
Iterate through the files you want to export.
I ran into something like this a while ago where each planner had their own module. I used a line item subset to consolidate the modules into one - worked perfectly. This will only work, of course, if the line items are the same.
I'm copying this to @kavinkumar. If there's a way, he'll know.
Re: Use RESTful API to Export Data from All Modules (Without Export Actions)
@JaredDolich, thanks but that doesn't really answer my question. I'm wondering if there's a faster way of exporting data from all the modules instead of creating loads of export actions for each of them.