1. In a computing environment, a method performed at least in part on at least one processor for enriching a query response, comprising: accessing a database query directed to a database, the database query including first parameters, second parameters, and an enrichment parameter, 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 enrichment data, the enrichment data including values for a second subset of identified entities, wherein values for the second subset of entities are not available in the database, the enrichment parameter is used to determine a protocol corresponding to the second data source; obtaining values for the first subset of identified entities by querying the database; obtaining the enrichment data by querying the second data source for values for the second subset of identified entities, querying the second data source using retrieved values 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; forming an enriched query response by merging the values for the first subset of identified entities with the values for the second set of identified entities; and returning the enriched query response in response to the database query.