You can download all your data[1]. You can also use the API (as an app, not an individual, IIRC) to query whatever else is visible to you. So someone could conceivably create a competing social network and offer an “import all Facebook data” feature, modulo privacy/legal concerns.
Re:Note from Mark Zuckerberg
by fit2rule on Thursday April 28, 2016 @06:12AM
(#11587643)
As has been noted: no, you cannot 'dump all your data'. In face Facebook goes out of its way to make sure you don't know everything they know about you .. that is the point entirely.
[1]: https://www.facebook.com/help/131112897028467/