You could use something like this (a bit exotic approach): Writting sensors' values to Google Sheets and then query the sheets
Other than that you can run a local script which queries the HA API and pushes your data via REST or as file (FTP) or directly to your DB (if it is reachable outside the hosting environment)
Or you could push the sensor change via REST but then you need to add an action for every sensor you’d like to push