Yes, it looks like your response data is not properly formatted to work with Retools table out of the box. I have attached a screenshot of how you need to structure the data.
I think the response from your API call is not formatted as JSON but as a string value. Could you check your API documentation and your API request and check if you are using the right Content-Type?
You could try and parse out your response with regex. Something like query.data.replace(/\*/g,"") would help you get rid of the backslashes. But you would still need to transform the data so it works with the table component.
Would you mind sending over a screenshot of where it's working properly? It may be that you can just use JSON.parse when passing the data to your table, but in your message it looks like ” is being used instead of " which causes problems when the JSON is parsed: