Hi Junheng,
The reference device generates a positive 2.5V reference from GND. The negative reference is created by the level shifting of the reference. Since the output of the reference is forced to a virtual ground through the OpAmp, the only way for the reference to cope with this is to drop its GND pin to negative 2.5V.
As for the power supplies used for the OPA, the datasheet of the OPA277 suggests using (+/-) 5V for the supplies, which should be sufficient for your application.
The ideal reference would most likely be the REF5025, but you can probably get away with the REF5025A.
The DAC7821 lists its current consumption to a max of 5uA.
The OPA277 lists its current consumption to a max of 825uA per amplifier.
Keep in mind that these current consumptions are for the devices alone. When they are loaded or generating current these will be added to the demand of your supplies.