As new in magento 2 I would like a little help as to how to create a script for product feed export to an XML file. Should I create a custom module? Can someone point me to where I should start?
If I get it right you want to have in Admin area a way to export products directly to XML right? If so you should give a look at: module-import-export, give a special attention the behavior of Magento\ImportExport\Model\Export _getWriter and export methods. You should yet give a look in the Magento\ImportExport\Model\Export\Adapter\Csv and create a new adapter to your XML exporter. Again, I'm just guessing, never did that, but I hope it could be useful.
Anyway if isnt required to be in the admin area, and you just need to provide a XML file with products informations I guess you can use without any customization the SOAP APIs.