I have followed all the instructions:
1) I downloaded it like this:
appcfg.py download_data -A s~myApp --url=https://myApp.appspot.com/_ah/remote_api
I found the solution myself, you have to specify the dev application name, hope this helps others.
appcfg.py --url=http://localhost:8080/_ah/remote_api/ --filename=data.csv upload_data -A dev~myApp src/