Add data-id attribute to child page links

Assuming that your html is outputted by a wordpress menu sitting in a sidebar, you have to extend the Walker_Nav_Menu Class which is used by menu template functions like wp_nav_menu. As stated in the reference of wp_nav_menu, you could modify its output like:

class My_DataId_Walker_Nav_Menu extends Walker_Nav_Menu {

    //  other code found in original Walker_Nav_Menu class

    //  changing output of li elemens
    $output .= $indent  
            .  '<li id="nav-menu-item-' . $item->ID . '" '
            .  'data-id="' . $item->ID . '" ' 
            .  'class="' . $depth_class_names . ' ' . $class_names . '">';

    //  other code found in original Walker_Nav_Menu class

}

//  in the template file, output menu with custom walker class
wp_nav_menu( 
    array(
        'theme_location'    =>'primary', // your menu position
        'walker'            => new My_DataId_Walker(),
        'depth'             => 0
    ) 
);