You could also use tool like this and collect a lot of data from all open relays to yourself. It also gives you control over what kind of events you want to get.

https://github.com/fiatjaf/nak

If you want to be 100% sure that your data is full dump then this might not be enough but other than that, this would basically allow you to collect as much data as you want.

For example this command dumps all events from my relay in json format that can be imported to any database you like or be processed as is.

> nak req wss://relay.reinikainen.in

You could also filter it like:

> nak req -k 1 wss://relay.reinikainen.in

...to get just kind 1 regular text notes and ignore everything else.