1. A computer-implemented method for managing database messages, comprising: under control of one or more computer systems configured with executable instructions, receiving data of a customer from a database management system; storing the data based at least in part on a plurality of different database formats, at least a subset of the different database formats corresponding to respective different database management characteristics; receiving a database query corresponding to the stored data; determining which database formats make up the plurality of different database formats based at least in part on database query usage information associated with the customer; determining, at least in response to the received database query, a format of the different database formats to utilize based at least in part on a type of the received database query, a retrieval efficiency of the determined format being above a threshold level, the determined format being based at least in part on the respective database management characteristic; retrieving the stored data from storage that corresponds to the determined format based at least in part on the determined format; and providing the data to the customer.