Hi Sam,
If you are using the RD4247MAG3110 kit, please download and install the E-Compass Sensor Toolbox v6.1.0.1. Then you can start data recording by pressing the Start button in the Data Log frame of the GUI. For more information please refer to Chapter 9 of the E-Compass Sensor Toolbox User Guide.
It is also possible to collect raw data from generic terminal program such as RealTerm using the commands described in the attached document.
I hope it helps.
Regards,
Tomas
PS: If my answer helps to solve your question, please mark it as "Correct". Thank you.