Here's one way. Save the following as foo.awk:
{
if(NR==1){
for(i=1;i<=NF;i++){
head[q i q]=q $i qhead[i]=$i
}
}
else{
printf "{%s\"%s\":%s\"%s\",%s\"%s\":%s\"%s\",\"DATA\":{%s\"%s\":%s,%s\"%s\":%s,%s\"%s\":%s,%s\"%s\":%s\"%s\",%s\"%s\":%s\"%s\"}}\n", head[1],$1,head[2],$2,head[3],$3,head[4],$4,head[5],$5,head[6],$6,head[7],$7;
}
}
And then:
$ cat file | awk -v q='"' -f foo.awk
{"CID":"12","CN":"2123","DATA":{"XY":120.9,"NAT":29.0,"UIC":100.0,"DATE":"2018-06-08","Region":"JAIPUR"}}
{"CID":"13","CN":"0987","DATA":{"XY":78.9,"NAT":100.3,"UIC":28.8,"DATE":"2020-12-09","Region":"DELHI"}}
Here, I have saved the output of your select command in the file file. In your case, you would use whatever command line client your database has. for instance, with mySQL, you would:
mysql -e 'select * from TABNAME_XYZ' | awk -v q='"' -f foo.awk