From my understanding of the video, the queries are generated by the analysts via a frontend-generated or hand-written SQL query. The SQL query is parsed by PostgreSQL which forwards it via FDW[1] to Multicorn[2]. Their custom data storage and processing backend implements the API expected by Multicorn (e.g., you implement the multicorn.ForeignDataWrapper interface); this is where they transform from the parsed, serialized SQL into their custom DSL (the metaprogramming bit) which compiles to LLVM.
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