Can I retrieve data from the Keysight 34980A while it is scanning?

No. You can collect data during a scan, stop the scan and then transfer the data. For example, you can use the Keysight BenchLink Data Logger software to download the scan data and stream it directly to the PC hard drive while the Keysight 34980A continues to scan in the background. To do this, go to "Data -> Upload Data..." menu. You will be asked if you want to stop the scan. An "Upload" window will appear. You may choose to upload your data into a [New Setup] or to the [Current Setup]. Your setup and data should then upload to your BenchLink Data Logger. Another way is to write your own program using SCPI commands. You can use the FETCh? or DATA:REMove command (SCPI commands) to get data from the Keysight 34980A while it is scanning.