1. A method comprising: receiving a plurality of data storage requests to store a plurality of first data records, wherein the data storage requests are received in an in-memory database from a data warehouse application, and wherein the data warehouse application and the in-memory database operate on a computer system; storing the plurality of first data records in a first data storage structure of the in-memory database in a memory of the computer system to produce a plurality of stored data records, wherein said storing the plurality of first data records is performed using in-memory database transactions generated by the in-memory database, and wherein particular in-memory database transactions cause previously stored data records to change; associating the in-memory database transactions with the plurality of stored data records in the first data storage structure, wherein each stored data record is associated with a first corresponding in-memory database transaction that caused the stored data record to be stored, and wherein one or more of the plurality of stored data records are associated with a second corresponding in-memory database transaction that caused the one or more of the plurality of stored data records to be changed; generating, in the in-memory database, a mapping, wherein the mapping associates particular data storage requests from the data warehouse application with a corresponding in-memory database transaction; receiving a second request from the data warehouse application to retrieve data; calculating a plurality of second data records in a change data format from the plurality of stored data records based on the mapping, in-memory database transactions associated with particular stored data records, and particular data values in particular stored data records; and sending the second data records to the data warehouse application.