Because the SalesForce Analytics API limits up to 2000 records (https://developer.salesforce.com/forums/?id=906F0000000BKDaIAO ) so we need to pull report in CSV

Download SalesForce Report in CSV to import into MySQL

import requests, csv, re, sys
from simple_salesforce import Salesforce
import MySQLdb

sfConfig = {
    'username': 'zzz',
    'password': 'zzz',
    'security_token': 'zzzz',
    'url': 'zzz.my.salesforce.com',
    'report_id': 'zzzz'
}
mysqlConfig = {
    'host': 'localhost',
    'user': 'zzz',
    'passwd': 'zzz',
    'db': 'zzz',
    'table': 'zzz'
}

def fetchSFcsv():
    sf = Salesforce(username=sfConfig['username'], password=sfConfig['password'], security_token=sfConfig['security_token'])

    with requests.session() as s:
        d = s.get(("https://%s/%s?export=1&enc=UTF-8&xf=csv" % (sfConfig['url'], sfConfig['report_id'])),
            headers=sf.headers, cookies={'sid': sf.session_id})
        return d.content

def nullify(L):
    """Convert empty strings in the given list to None."""

    # helper function
    def f(x):
        if(x == ""):
            return None
        else:
            return x

    return [f(x) for x in L]

def buildInsertCmd(table, numfields):

    """
    Create a query string with the given table name and the right number of format placeholders.

    example:
    >>> buildInsertCmd("foo", 3)
    'insert into foo values (%s, %s, %s)'
    """
    assert(numfields > 0)
    placeholders = (numfields-1) * "%s, " + "%s"
    query = ("INSERT INTO %s" % table) + (" VALUES (%s);" % placeholders)
    return query

def buildCreateCmd(table, header):
    query = ', '.join([("`%s` varchar(255) DEFAULT NULL" % re.sub(r'\W+', '', f)) for f in header])
    query = "CREATE TABLE `%s` (%s) ENGINE=InnoDB DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci;" % (table, query)
    return query

def execQuery(cursor, query, vals):
    try:
        cursor.execute(query, vals);
    except MySQLdb.Error as e:    
        try:
            print "MySQL Error [%d]: %s" % (e.args[0], e.args[1])
        except IndexError:
            print "MySQL Error: %s" % str(e)
    except:
        print "Unexpected error:", sys.exc_info()[0]
        raise

def insertMySQL(cvs_content):
    mydb = MySQLdb.connect(host=mysqlConfig['host'], user=mysqlConfig['user'], passwd=mysqlConfig['passwd'], db=mysqlConfig['db'])
    cursor = mydb.cursor()

    lines = cvs_content.splitlines()
    csv_data = csv.reader(lines)

    header = csv_data.next()
    numfields = len(header)

    query = ("DROP TABLE IF EXISTS `%s`;" % mysqlConfig['table'])
    execQuery(cursor, query, None)

    query = buildCreateCmd(mysqlConfig['table'], header)
    execQuery(cursor, query, None)

    query = buildInsertCmd(mysqlConfig['table'], numfields)

    for row in csv_data:
        vals = nullify(row)
        execQuery(cursor, query, vals)

    mydb.commit()
    cursor.close()

if __name__ == "__main__":
    sfreport = fetchSFcsv()
    insertMySQL(sfreport)