Hi,
I know I'm just jumping in here a bit under-informed.
However, D3D 9 haves it's own ability to take a 3d entity running in it's dx framework and save it as a X(file). Why not save the entity as a X and convert it off-side to obj?
DX9 D3d link
https://msdn.microsoft.com/en-us/library/windows/desktop/bb205428(v=vs.85).aspx https://msdn.microsoft.com/en-us/library/windows/desktop/bb205428(v=vs.85).aspx