Energy consumption read back is not a mandatory requirement for all luminaires, it depends whether the control gear manufacturer has chosen to support it. However, you can always read back the current level using command 160, (op code byte 0xA0) QUERY ACTUAL LEVEL which the gear must respond to for it to be compliant with IEC62386-102. But it is possible for QUERY ACTUAL LEVEL to return MASK (0xFF) during startup or when there is no light output due to total lamp failure or gear failure.
To get from level to power consumption, you would have to know the power consumption at maximum level and take into account whether the gear was set to log or linear curve dimming to get somewhere near close enough. Maximum power consumption could either be entered into your system manually or by looking up the control gear’s GTIN which could be read back from memory bank 0, assuming you have a database of GTINs against power rating. This is always going to be an approximation and is not taking supply voltage variation, lamp warm up or partial failure into account.
If your control gear supports part 252, Device Type 51 Energy Measurement, then memory bank 202 contains a list of active energy and power variables for you to read back, for example addresses 0x07 to 0xC contain Active Energy. The full details are quite complicated and require you to obtain the specification from DiiA.
The DiiA Website lets you search for Control Gear with Energy data, for example https://www.digitalilluminationinterface.org/products?Default_submitted=1&brand_id=&part_number=&product_name=&family_products%5B%5D=&product_id=>in=&property_1%5B%5D=1&property_66%5B%5D=1&Default-submit=Search to see which control gear you would need to be using. This is a relatively recent addition to DALI so at this time there are only around 60 control gear types approved with energy data, starting in Oct 2019 so if your luminaire is older than that it is unlikely to support energy read back in this standard way.