1. A method of processing a federated query, comprising: receiving at a query proxy a federated query including a plurality of source queries, each source query of the plurality of source queries being specific to an autonomous data source belonging to a federation; identifying a plurality of target autonomous data sources to which to send the plurality of source queries, the plurality of target autonomous data sources belonging to the federation; receiving an indication that a failed set of one or more source queries of the plurality of source queries failed to execute successfully; and after receiving the indication, updating a data structure to reflect the unsuccessful execution of one or more source queries of the failed set.