This link describes how you can use SQL Server Integration Services (SSIS) to replicate your reporting data from Project Online to a separate SQL Server database, using the Open Data protocol (OData).
It explains how to install the add-on, the high level details of the replication process and how to get started in Visual Studio with the Integration Services project template to create a project that automatically pulls your data based on a schedule.
While Project Online: SSIS package for OData delta sync provides an example SSIS package that demonstrates how to perform a delta sync to reduce download times. The package retrieves Project Web App (PWA) data only for projects that changed since the last sync. This sample applies to Project Online reporting when report data is replicated to a local SQL Server database.