sean-
here's an example of pulling final grades from Canvas:
the first link is a summary with some instructions on using the next link- the script that actually does the job.
as you'll see in the above examples, you need to get a list of assignments per course, then pull the submissions (which have the scores) for each assignment.
you can parallelize this, if you need it to run more quickly. you'll notice that the example provided aggressively writes aggregated results out to a CSV file- i would recommend not storing everything in memory, especially if the institution size is large.
good luck!