I have to ask what kind of position data you want saved? Both Mach3 and Mach4 will save the current motor positions (as displayed on the DROs) when you exit, and will restore those positions to the DROs when you re-start Mach3/Mach4.
If you want some kind of waypoint data stored during operation, that can also be obtained by having some code (macro or brains in Mach3, or Lua in Mach4) periodically read the DROs and write the data to a file. In Mach3 and Mach4, the DROs are updated from the motion device to reflect the actual position. That is presuming that none of the motors have stalled.
Bob