After reaching out to Rithmic support, we have confirmed that the functionality of mass exportation of historical data from R Trader to Microsoft Excel is not possible.
The scope of Excel integration with R Trader or R Trader Pro is primarily used to execute orders through Excel or monitor live quotes and data rather than the platform itself. We actually have a video on this topic that you’re more than welcome to take a look at. The video is almost 6 years old so it may look a bit outdated, but the features are still applicable today:
Thanks for the question,
Optimus Futures Support