Request your data in the Swarm app
Open the Swarm app.
Go to Swarm Settings:
Tap your profile picture on the top bar.
Tap the gear icon on the top bar.
In Swarm Settings
Tap Privacy Settings.
Scroll all the way down and tap Initiate Data Download Request.
It'll probably take 2-4 days for Foursquare to send you your Swarm data. It seems to depend on how much data you have.
After you receive your data from Swarm
Open your email with the data file and save the attached .zip file to the Files app on your iPhone. (Instructions on how to do that in Apple Mail).
Open Odyssey and tap the Menu button on the top left, and tap Import from Swarm
Tap Select Your Swarm File and select the file you saved in #1.
Odyssey will import all of your check-ins from your file.
Keep the Swarm data file around. We may add support for importing more details from your Swarm data file in the future.