Since you're a premium member, it should be. You have access to all your games. Find a button or somesuch that lets you make a PGN file of all your games, which programs such as Arena Chess should be able to handle. I cannot serve with detailed explanations because, as shameful as it might be, I'm not a premium member.
Live chess and openings.
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I would like to make an opening library, based on my live chess games. Is this posible?