From reddit website:

To request a copy of your Reddit data and information, fill out a data request form by following these steps:

Visit www.reddit.com/settings/data-request on your computer’s web browser.

Log in to the Reddit account you’d like to request data from. 

Follow the instructions and click Submit. 

After submitting your request, it may take up to 30 days to prepare your data. Once your data is ready, we’ll send a private message with a link to download your data to your Reddit account. Or, in some circumstances, we may send your data to the email address associated with your account if you have verified that address