talvez use o módulo csv (da biblioteca padrão):
import csv
cursor = connection.cursor() # assuming you know how to connect to your oracle db
cursor.execute('select * from table_you_want_to_turn_to_csv')
with open('output_file.csv', 'wb') as fout:
writer = csv.writer(fout)
writer.writerow([ i[0] for i in cursor.description ]) # heading row
writer.writerows(cursor.fetchall())
Se você tiver muitos dados, desenrole o fetchall() em um loop.
Trilhas felizes!