If you need data from a Parent Site list in your subsite as lookup, Follow the steps below:

1. Create a site column. - In parent Site Go to Settings -> Site Column. Here Create a new site column and choose the type as Lookup. Get the Lookup Information from Another list and Select your Parent list and its realted Column.
2. Add site Column in your Subsite's list - Now go to your subsite list and goto list settings. Under Columns add a existing site column and select the above created custom column. And your Done.

Related Post :
Add Parent Site Data as WebPart ina Subsite