Can I download all leads and contacts and include the industry field for each lead and contact?

Can I download all leads and contacts and include the industry field for each lead and contact?

You can do this by generating separate reports for leads and contacts. 
To create reports:
  • Go to the Reports module.
  • Choose the Leads module, and add the Industry field.
  • Generate a report and export it.
You can follow the same steps for the Contacts module as well.