We are using fluent to simulate the heat transfer in a heat exchanger. How can I write an xy data file every timestep to evaluate the average surface heat transfer? many thanks in advance!

Try:

solve -> monitor -> surface

then you could select what type of report you want ... integral, vertex-averaged etc ...

If this isn't helpful, you could try to define a macro with exactly what you want to do and execute this macro at the end of every time-step.