Your problem is how to find the beginning and the end of the data segment. I am not sure how to do this, but I could give you a couple of ideas.
If all your data are relatively self-contained, (they are declared within the same module, not in separate modules,) you might be able to declare them within some kind of structure, so the beginning will be the address of the structure, and the end will be some variable that you will declare right after the structure. If I remember well, MASM had a "RECORD" directive or something like that which you could use to group variables together.
Alternatively, you may be able to declare two additional modules, one with a variable called "beginning" and another with a variable called "end", and make sure that the first gets linked before anything else, and the second gets linked after everything else. This way, these variables might actually end up marking the beginning and the end of the data segment. But I am not sure about this, I am just giving you a pointer.
One thing to remember is that your data will inevitably contain pointers, so saving and loading all your data will only work if the OS under which you are running can guarantee that your program will always be loaded in the same address. If not, forget it. But if you can have this guarantee, then yes, loading the data should work. You should not even need a memcpy, just set the buffer for the read operation to be the beginning of the data segment.