Write to File after Program Closes

This might sound like a really dulled down question but I have honestly searched everywhere for it but is there a way where once the user clicks the "exit" or "stop" button to stop there program right after you click that it will write data to a file somewhere? or would that be impossible since you closesd that program? I honestly don't know, Here's my try at it Its nothing really because I don't entirely know how to do it, but I just say this

if (onExit):
    f = open('file.txt', mode='w')
    f.write (data)
    f.close

my onExit is just a Boolean and yeah I'm just not sure how to do it, I know how dumb that code looks btw I just didn't know how to show to you guys that I have tried looking for it other then if I showed you my history tab