We've heard this request from customers before and we have it in our plans to address it sometime in the future. For now, you can save the complete simulation data using the 'External Mode Control Panel'. You can do it in two different ways.
1) Increase the External mode trigger duration.
If you have a finite running simulation, you can change the External mode trigger duration to log more data. From your model, go to Code->External Mode Control Panel-> Signal & triggering -> Duration. Set this to a number that might be enough for you to capture the simulation data. Please note that some targets might limit you to have a specific trigger duration.
2) Saving simulation data to MAT files
You can also save simulation data to MAT file(s). The number of MAT files generated will depend on the 'External mode trigger duration'. For example: If the trigger duration is set to 100 and the complete simulation generates 200 data points, you will get two MAT files. The first will have data stored in a variable from T1 -> T100 and the second will have data from T101 -> T200. You can follow the steps below to try this out.
a) Code -> External Mode Control Panel -> Data Archiving
b) Check the 'Enable archiving' box.
c) In the 'Directory' edit box, specify a directory where you'd like to save the MAT file(s)
d) In the 'File' edit box, enter a name for your MAT file.
Let me know if you have other questions!