Most exchanges do not have a standard format.
I don't think it will be so easy to get them all into one format

There is no published standard export format. That's half the problem.
And most exchanges do not use a standard export format. That's the other half of the problem.
Now if somebody with some expertise and credibility were to come up with a well-defined standard export format (in the style of an RFC or a BIP), that would solve half the problem.
The next step would be to get just a couple of exchanges to adopt that standard format. Why would they do it? Because every exchange is looking for features that its competitors don't have, and claiming to adhere to a published standard would be such a feature.
Once two different exchanges are using that standard format, it will be a lot easier to get the others to do the same -- so they don't get left behind.
But all of it has to begin with one person with the expertise and credibility taking the lead.