Have a look at the manuscript from the reference below. Here I found some great inspiration when faced with the same challenge as you. Good luck.
Patil G, Chethana S, Sridevi AS, Raghavarao KSMS (2006) Method to obtain C-phycocyanin of high purity. Journal of Chromatography A 1127:76–81. doi: 10.1016/j.chroma.2006.05.073