You'll have to split up the data column; JMP imported exactly what is in the JSON file...there are no other column names and data is a single field. You can make new columns (with the name you need) using formulas similar to this:
use the word() function with comma for the delimiter; this example selects the 3rd item between commas
You can do something like this to avoid hand-editing the downloads:
txt=loadtextfile("http://pdfm.eastmoney.com/EM_UBG_PDTI_Fast/api/js?rtntype=5&token=4f1862fc3b5e77c150a2b985b12db0fd&cb=jQuery18308309053384067384_1570754165747&id=6037121&type=m5k&authorityType=fa&_=1570754540714");
txt = regex(txt,"\((.*)\)$","\1"); // strip the jQuery18308309053384067384_1570754165747( ...json data... ) wrapper
dt = jsontodatatable(txt);
The regex uses
\( -- this is a literal open parenthesis
(.*) -- this is a capturing group that grabs as much as it can into the first back reference
\)$ -- this is a literal close parenthesis, at the end of the string
then
"\1" says the result of the regex is whatever the capturing group found between the parentheses.
Craige