Open mechanism which executes any script as part of the monitor's failure.
Custom Scripting Details: it is possible to export all the records which triggered the alert in the current execution to a file (Program/Script path=CMD echo "export").
Custom Scripting Alert Advanced options:
Export Data - exports all the records which triggered the alert in the current execution to a file (it is also possible to export only selected fields under the Custom type) from one of the available types.
You can add a placeholder [TIMESTAMP] to the given name of the file in order to create a new file per execution that triggers the alert.