1. At a computing device, a method performed at least in part on at least one processor, comprising: formulating a database query, the database query including first parameters, second parameters, and an enrichment parameter, the database query directed to a database, the first parameters representing a database command indicating that values for identified entities are to be retrieved, the second parameters indicating that values for any of the identified entities available from the database are to be retrieved from the database, the enrichment parameter indicating that values for at least one identified entity not available from the database is to be retrieved from a second data source, the enrichment parameter directing a database engine to enrich values for a first subset of identified entities retrieved from the database with values for a second subset of identified entities, wherein values for the second subset of identified entities are not available in the database, the database query configured to use values retrieved from the database for an identified entity, from among the first subset of identified entities, to specify what values to retrieve for the second subset of identified entities from the second data source, the enrichment parameter is used to define a protocol corresponding to the second data source; submitting the database query to the database engine for processing; and receiving an enriched database query response, the enriched database query response including values retrieved from the database for the first subset of identified entities and values retrieved from the second data source for the second subset of identified entities, values retrieved from the second data source having been specified by values retrieved from the database for the identified entity.