It is not currently possible to set the destination to FTP, but you could download the export using FTP:
1. Use /recording/export/start to create the recording.
2. Use /recording/export to check the status of the export. Take note of the returned "status" parameter - It will either say "running" (export still in progress), or "succeeded" (export has finished).
3. When the export has succeeded, you can download each part of the export using FTP. The parts of the export will be listed in the "parts" part of the returned JSON object.
e.g. Command-line $FTP http://export.datasift.com/auth-stuff/auth-stuff/part-r-0000.json.gz