How to copy data in postgresql to local drive...?

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PostgreSQL

I need to copy table data into text file in csv format ..how to do that?


please help me ..

What I have tried:

COPY actor TO '"D:\\book1.csv"' DELIMITER ',' CSV HEADER;


I am receving error while executing this query please tell me..that book1.csv file have to create first before copying data into that.
'
ERROR: relative path not allowed for COPY to file
********** Error **********

ERROR: relative path not allowed for COPY to file
SQL state: 42602