Embodiments of the present invention include in-memory processing for data warehouse applications. In one embodiment, data records from a data warehouse application are stored in a data storage structure of an in-memory database. Data received from the data warehouse may be stored in a queue and loaded into the data storage structure according to predefined rules. Stored data records are associated with in-memory database transactions that caused the stored data record to be stored, and may further be associated with transactions that caused the stored data records to be changed. A mapping is generated to associate requests from the data warehouse application with in-memory database transactions. The data warehouse application may retrieve data in a change data format calculated on-the-fly.