1. A method of constructing data from different data providers in a correlated fashion, the method being performed by one or more processors of a computer system, the method comprising: performing a first query on a first data set controlled by a first entity to capture a first set of data results; performing a second query on a second data set controlled by a second entity to capture a second set of data results, wherein the second query is generated independently from the first query such that the second query is distinct from, and not dependent on, the first query; receiving a selection of one or more results from the first set of data results; using the selection from the first set of data results to consult a relationship ontology that correlates data stored in different data stores controlled by different entities and further to identify one or more relationships between data in the selection from the first set of data results and the second set of data results subsequent to performing both the first query and the second query, wherein the identified one or more relationships between the data in the selection from the first set of data results and the second set of data results are stored in the relationship ontology, and wherein at least one of the identified one or more relationships stored in the relationship ontology is manually defined; constructing a new query over the second data set based on identifying the one or more relationships between the data in the selection from the first set of data results and the second set of data results; and performing the new query on the second data set such that results from the new query are correlated with the selection from the first set of data results.