Go to https://www.amazon.com/gp/help/customer/display and down, in browse help topic, go to "Security & Privacy" and "How Do I Request My Data?". There click "Request My Data", choose whatever you need/want and click "Send Request". An e-mail will be send to your Amazon linked e-mail to confirm the Data Request. Just click confirm and within a few weeks your data will be ready for download. However here comes the hard part, you'll be presented with 100s of tiny files, with no option to download all at once.
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