Best way to get the entire bitcoin transaction history
There are two ways of doing that.
You can read blocks directly from the disk and process them or you can ask a Bitcoin client (like Bitcoin Core, for example) for the info via RPC calls.
The second way is easier but it may be slower.

For each block get all the hashes
 For each hash get details and write to your choice of storage 


There are RPC call for each of the actions.
Just type help into the console in a Bitcoin client and you can see them all.