You can get a local copy of your data by setting up a redis server on your machine as a slave.
Add the following args to your
masterauthis the password of the master
slaveoftakes 2 arguments, the host and the port the master is running on.
masterauth 09282e3b4df256b2c0341af13c674bdb slaveof ec2-555-55-555-55.compute-1.amazonaws.com 9000
Start Redis on a local machine (or the machine you wish to export to) using the configuration file that was just set up.
(Optional) Once the slaving is complete you can have the redis server stop slaving by issuing the following command:
SLAVEOF NO ONE
For more information check out the replication how to for redis.