Your contacts: yes. You can export your member and subscriber data as a CSV file at any time – it belongs to you. See “Exporting your member list as CSV”.
Your content (posts): not yet. There is currently no export for the posts you published on Steady. Your rights to the content, of course, remain fully with you.
Public posts are additionally available via the RSS feed of your Steady page (the latest 500 published posts; members-only content appears there only as a public teaser).