InSorry for late reply but I hope it will help someone else In Magento 2 its quite simple. (refer to sales/order module) in your ui component you need exportButton under container name="listing_top"
<exportButton name="export_button">
<argument name="data" xsi:type="array">
<item name="config" xsi:type="array">
<item name="selectProvider" xsi:type="string">sales_order_grid.sales_order_grid.sales_order_columns.ids</item>
</item>
</argument>
</exportButton>
updates sales_order_grid by your module keywords and the export is done