ArcGIS Pro 2.4.3
In pro, you can add a feature service and manually export the features to a file geodatabase feature class.
How do you mimic that functionality in python?  I have tried:  
import arcpy
source = r'https://path/toOur/rest/services/MapServer/0'
arcpy.FeatureClassToFeatureClass_conversion(source,r'C:\pathTo\Test.gdb','newFC')
and get :
ExecuteError: ERROR 000210: Cannot create output C:\pathTo\Test.gdb\newFC
Failed to execute (FeatureClassToFeatureClass).
I googled the error, and then tried to use the same python approach with an Egdb feature class as the source, and it worked splendidly.  Is this a case for the python api?
					
				
			
			
				
	That should just about do it....