This recent post has much related information in it, including
publication links that you will likely find helpful:
For your purposes, UCSC has "exons datasets" available directly for
certain genomes. These are .fasta data extracted from MAF alignments.
don't know if these are useful for not for your purposes, but hg19 is
one of them and this is the location:
To extract MAF data, the general path would be to:
1. load MAF data into your history as a dataset (local or public Main
server) or have pre-cashed MAF data in a local
2. obtain exon coordinates as a dataset in history
3. use the tool " Fetch Alignments -> Stitch Gene blocks given a set
coding exon intervals"
4. download result, for large file, using wget or curl in a terminal
prompt can speed things up
Hopefully this helps, please let us know if you need more assistance,
Galaxy Support and Training