I would use biomart for this purpose. Here is the biomart query URL: http://www.ensembl.org/biomart/martview/95b00a8c74fb4a574b028b0f90f51d76

And its Perl rendition: http://www.ensembl.org/biomart/martview/95b00a8c74fb4a574b028b0f90f51d76

# An example script demonstrating the use of BioMart API.
# This perl API representation is only available for configuration versions >=  0.5 
use strict;
use BioMart::Initializer;
use BioMart::Query;
use BioMart::QueryRunner;

my $confFile = "PATH TO YOUR REGISTRY FILE UNDER biomart-perl/conf/. For Biomart Central Registry navigate to
                        http://www.biomart.org/biomart/martservice?type=registry";
#
# NB: change action to 'clean' if you wish to start a fresh configuration  
# and to 'cached' if you want to skip configuration step on subsequent runs from the same registry
#

my $action='cached';
my $initializer = BioMart::Initializer->new('registryFile'=>$confFile, 'action'=>$action);
my $registry = $initializer->getRegistry;

my $query = BioMart::Query->new('registry'=>$registry,'virtualSchemaName'=>'default');


    $query->setDataset("hsapiens_gene_ensembl");
    $query->addAttribute("ensembl_gene_id");
    $query->addAttribute("external_gene_name");
    $query->addAttribute("refseq_peptide");
    $query->addAttribute("entrezgene");
    $query->addAttribute("refseq_mrna");

$query->formatter("TSV");

my $query_runner = BioMart::QueryRunner->new();
############################## GET COUNT ############################
# $query->count(1);
# $query_runner->execute($query);
# print $query_runner->getCount();
#####################################################################


############################## GET RESULTS ##########################
# to obtain unique rows only
# $query_runner->uniqueRowsOnly(1);

$query_runner->execute($query);
$query_runner->printHeader();
$query_runner->printResults();
$query_runner->printFooter();
#####################################################################`

But if you want to stick with UCSC's mysql interface, it is helpful to explore its table structure and make a union/join query across multiple tables to get what you want. For example: refLink table and gbCdnaInfo have pointers to some of fields you want:

Database: hg19    Primary Table: refLink    Row Count: 435,137   Data last updated: 2015-05-30
Format description: Link together a refseq mRNA and other stuff