How large are these data volumes? How long does it take to prepare the data when a customer request comes in?

Small. We're dealing with financial accounts, holdings and transactions. So a user might have 10 accounts, thousands of holdings, 10s of thousands of transactions. Plus a handful of supplemental data tables. Then there is market data that is shared across tenants and updated on interval. This data is maybe 10-20M rows.

Just to clarify, the data is prepared when the user (agent) analytics session starts. Right now it takes 5-10s, which means it's typically ready well before the agent has actually determined it needs to run any queries. I think for larger volumes, pg_duckdb would allow this to scale to 10s of millions rows pretty efficiently.