No, Quip is not shutting down. But we did just launch an API, so I thought I would take my experience with doing data export to write a backup tool that exports as much data as can be obtained via the API into a local folder. It's missing a few things (images most notably), but you do end up with a folder with all your documents (rendered to HTML) and conversations.

The tool is one of the samples¹ in our API repository, feel free to give it a spin. Pull requests are also welcome.

1. The Webhook one is also mine. Party like it's 2009!