Begin by logging into your Reply.io account. Once logged in, navigate to the section where you manage your data or contacts. This is typically found under "Contacts" or a similar tab in the dashboard.

Within the data management section, look for the export feature. Reply.io usually provides an option to export data as a CSV file. Select the contacts or data you wish to export and choose the CSV format. This will download a CSV file containing your data onto your local machine.

Open the downloaded CSV file using a spreadsheet application like Microsoft Excel or Google Sheets to ensure the data is correctly formatted. Check for any inconsistencies or errors in the data, as these need to be corrected before conversion.

On your local machine, you need a tool to convert CSV files to JSON format. One way to do this is by using a programming language like Python. If Python is not installed, download and install it from the official Python website. Once installed, you can use a library such as `pandas` for conversion.

Create a Python script to convert the CSV file to JSON. Use the following sample script as a starting point:

```python
import pandas as pd

# Load the CSV file
csv_file = 'your_data.csv'
data_frame = pd.read_csv(csv_file)

# Convert DataFrame to JSON
json_file = 'output_data.json'
data_frame.to_json(json_file, orient='records', lines=True)

print(f'Data successfully converted to {json_file}')
```

Customize the script by replacing `'your_data.csv'` with the path to your downloaded CSV file and `'output_data.json'` with the desired output JSON file name.

Open a command-line interface (CLI) or terminal on your computer. Navigate to the directory where your script is saved. Execute the script by running:

```bash
python your_script_name.py
```

Ensure that the script runs without errors and that a JSON file is created in the specified location.

Open the generated JSON file using a text editor or a JSON viewer to verify the data integrity and structure. Ensure all necessary data has been accurately converted and is ready for use in your local applications or systems.

By following these steps, you can efficiently move data from Reply.io to a local JSON file using basic programming techniques and without relying on third-party integrations.