1. A method comprising: receiving, by a transform engine executed by a processor, a data request from at least one application, wherein the transform engine is in communication with a set of multi-dimensional data sources; identifying, by the transform engine, multiple multi-dimensional data sources from the set of multi-dimensional data sources that contain data that corresponds to the data request; extracting, by the transform engine, the data corresponding to the data request from the identified multi-dimensional data sources; identifying, by the transform engine, multiple dimensions of the extracted data, wherein hierarchical relationships exist between ones of the identified dimensions within each of the identified multi-dimensional data sources; examining, by the transform engine, a lookup table defining presumed relationships between the identified dimensions to generate a new hierarchical relationship between ones of the identified dimensions from separate ones of the identified multi-dimensional data sources, wherein the separate ones of the identified multi-dimensional data sources do not explicitly or implicitly include a definition of the new hierarchical relationship; generating, by the transform engine, a hierarchical structure for the identified dimensions based on the existing hierarchical relationships and the new hierarchical relationship, wherein the hierarchical structure maps each one of the identified dimensions to one of multiple levels within the existing hierarchical relationships and the new hierarchical relationship, wherein the hierarchical structure comprises a set of ordered nodes, wherein each node in the set of ordered nodes corresponds to a dimension from the identified dimensions of the extracted data and a level from the levels in the hierarchical structure; and aggregating, by the transform engine, the extracted data into the hierarchical structure, wherein aggregating the extracted data comprises generating a transform table that stores, for each node in the set of ordered nodes, the dimension and the level of the node.