If you want to record a song that is coming out of a radio, you have two choices. You could record the demodulated signal that the radio created, or you could record the modulated signal that the radio received.
You have the same situation here. You could try to record the signal coming out of the bar's transmitter, or you could get a receiver of the same frequency, and record it's (demodulated) output.
The only way that the Arduino can be used to send a signal to the Jukebox is by attaching a transmitter to it. That transmitter is going to modulate the signal it is given, and the jukebox's receiver is going to demodulate it again.
Therefore the only recording that is going to do you any good is the recording of the demodulated data. That demodulated data is going to be of much lower frequency, and the Arduino should be capable of handling the recording of that data.