I've been trying to use outgoing webhook in Slack to export messages from the channel to my Python program but I can't find the way to do it, so I wonder if even a thing like this exists?
Slack seems to have an API you can use to retreive the messages of a given channel. Follow this link : https://api.slack.com/messaging/retrieving
You can make a GET request to retreive the full history of the given conversation (so all the messages) :
GET https://slack.com/api/conversations.history?token=YOUR_TOKEN_HERE&channel=CONVERSATION_ID_HERE
Content-type: application/json
You can easily make GET requests wiht python using the library called 'requests'. If you're able to have a valid API token and the ID of the conversation, you will then be able to get all the messages of the chosen conversation.