I want to save all history (instead of a single record) into my own hard drive.
This is in case of any failure in Gramin connect web site.
You can bulk export all of your Garmin data here: https://www.garmin.com/en-US/account/datamanagement/
Last time I did this it took about a week. I eventually received an email from Garmin "Your Portability Request Is Complete." In the email was a link to download my entire history of uploaded activities in a zip file. It contained every activity exactly in the type it was uploaded - FIT, GPX, and TCX.