Database Design

Lets say I've been charged with creating a database for Consumer Price Indexes for Canada (and its provinces) and the US. There are 12 sources that we extract data from for one of our reports and each source provides data differently. For example, A major bank will provide quarterly CPI data while another source like Statistics Canada will provide monthly values. Statistics Canada will also break down the CPI into all of its little baskets, which we also want but the banks and other sources do not.

My question is, do I make 1 database to accommodate them all (with different data structures) or do I create multiple databases to accommodate each source? In Excel we use workbooks for each source so that is why I have to ask. Please let me know if I have expressed this clearly enough.

Kindest Regards:

Michael