I'm using IBM Data Studio v 3.1.1.0 with an underlying DB2 for z/OS and the accepted answer didn't work for me.
If you're using IBM Data Studio (v3.1.1.0) you can:
- Expand your server connection in "Administration Explorer" view;
- Select tables or views;
- On the right panel, right click your table or view;
- There should be an option to extract/download data, in portuguese it says: "Descarregar -> Com sql" - something like "Download -> with sql;"