Yes, collecting binary files like you've described is absolutely a supported scenario. Within Fiddler you can easily do this using the File > Export > Raw Files exporter.
From script or FiddlerCore, there are many different approaches you can take. The simplest is to let Fiddler/FiddlerCore collect the complete response and then use your BeforeResponse handler to write it to disk when the response is completed. (Interestingly, the BeforeResponse handler actually runs AFTER the response has been returned if the response is configured to stream with bBufferResponse=false).
To write the response to disk, simply write the responseBodyBytes array, e.g.
FiddlerApplication.BeforeResponse += delegate(Fiddler.Session oS)
if ((oS.responseCode == 200) && (oS.responseBodyBytes.Length > 1000))
string sMIME = oS.oResponse.MIMEType.ToLower();
if (sMIME.StartsWith("audio/") ||
The SaveResponseBody method writes to your \Captures\ folder. If you prefer, you can write to a different path, e.g.
File.WriteAllBytes("C:\\dumped\\" + oS.SuggestedFilename, oS.responseBodyBytes);
... or equivalent.
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