When analyzing betfair data, or building machine learning model, first you need to retrieve betfair data. Bfexplorer already does so for you so the only question is how to get these data from bfexplorer.
One of options you have got is Bfexplorer Console tool exposing selected market through:
bfexplorer.ActiveMarket
Simple script allows to create web server hosted by bfexplorer so exposing betfair data through web api to Python or R Studio.
My short video shows how I tested such web service. In following article/s I will show how to use these data in R Studio.