SQL Help, Urgent

Situation: 
I'm relatively new to mysql, but successfully installed, connected,
and loaded my resepective Access tables to the server. I also
installed EMS Mysql Manager as a UI to help the learning process. All
works well, and I'm impressed with the speed and flexibility to MS
Access ~ albeit I recognize they were designed for different purposes.

Objective: 
The primary table I loaded into MySql has 2.5 MM records: ID, Ticker,
Date, Price; and all works well. My need is to write a QUERY to export
(outfile?) multiple text files. For example, I have 6 years worth of
data, and need to generate 1 file per day that contains all the
Tickers and Prices for that day. Furthermore, I need the text file
name to be the name of the date (e.g. April 4, 1998 with 1000 Tickers
& Prices would result in a file that was named "040498.txt" (either
csv or tab delimited).

Is this possible? If so, can someone please help me in this effort...
the alternative is not pretty.

Thanks in advance!

Trevor