This paper proposes a data-driven algorithm for model order reduction (MOR) of large-scale wind farms and studies the effects that the obtained reduced-order model (ROM) has when this is integrated into the power grid. With respect to standard MOR methods, the proposed algorithm has the advantages of having low computational complexity and not requiring any knowledge of the high order model. Using time domain measurements, the obtained ROM achieves the moment matching conditions at selected interpolation points (frequencies). With respect to the state of the art, the method achieves the so-called two-sided moment matching, doubling the accuracy by doubling the interpolated points. The proposed algorithm is validated on a combined model of a 200-turbine wind farm (which is reduced) interconnected to the IEEE 14-bus system (which represents the unreduced study area) by comparing the full-order model and the reduced-order model in terms of their Bode plots, eigenvalues and the point of common coupling voltages in extensive fault scenarios of the integrated power system.