Data Management Export format JSON

I'm trying to export a data management entity in JSON format and don't see an option to do this via the UI

Is it possible to do this?

I also don't see an option to create a new source data format of this type either

I know that we can use a URL like below which uses an OData REST filter this to produce JSON of an entity in this format but I understand that this isn't best practice for exporting large amounts of data on a regular basis, so was wondering what is

https://ABCD-EFGHIJK-01.sandbox.operations.dynamics.com/data/SalesOrderHeadersV2?$filter=SalesOrderNumber%20eq%20%27001000%27%20&cross-company=true