Using historical information to improve search across heterogeneous indices

A method, system and computer program product are disclosed for searching for data. In one embodiment, the invention provides a method comprising identifying a query and a search scope including a set of specified entities; and for each of these entities, estimating a number of documents that would be identified in a search through the entity to answer the query. On the basis of this estimating, a subset of the entities is formed. The query and this subset of entities are sent to a search engine to search the subset of entities to answer the query. In one embodiment, the estimating includes collecting statistical information from queries to build up a historical cache using heuristics or machine learning techniques, wherein the query includes a key word and a scope, and the historical cache contains a maximum number of returned results for an entity given the queries executed.