Obtaining useful data to meet specific query requirements usually demands to integrate data sources at query time, which is known as on-the-fly integration. Currently, many studies address this concept by discovering useful data sources in an ad-hoc manner, and merging them for providing actionable information to the end user. This set of steps, however, lack a standardization in their identification, since they are described in the literature under many different names. Hence, without an unified nomenclature and knowledge organization, the development in the area may be considerably impaired. This paper proposes a novel term called Built-up Integration aiming at knowledge regulation, and a taxonomy for embracing a set of common tasks observed in studies that select and integrate sources on-the-fly. As result from the taxonomy, we demonstrate how Built-up Integration features can be found in the literature, through an exemplification with related studies. We also highlight research opportunities regarding Built-up Integration, as a way to guide future development in a subdomain of Data Integration.