I got this snippet from a friend.
I didn't try it.
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import arcpy
# Modify the following variables:
# URL to your service, where clause, fields and token if applicable
baseURL= "http://sampleserver6.arcgisonline.com/arcgis/rest/services/PoolPermits/FeatureServer/1/query"
where = '1=1'
fields ='apn, address, pool_permit'
token = ''
#The above variables construct the query
query = "?where={}&outFields={}&returnGeometry=true&f=json&token={}".format(where, fields, token)
# See http://services1.arcgis.com/help/index.html?fsQuery.html for more info on FS-Query
fsURL = baseURL + query
fs = arcpy.FeatureSet()
fs.load(fsURL)arcpy.CopyFeatures_management(fs, r"c:\local\data.gdb\permits")
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Regards,
Rami