Data can contain information at different levels of granularities but this metadata is generally left implicit in the data model. If we want to take advantage of different levels of granularity when integrating data, we need to first extend database schemas to include granularity information. In this article we (i) provide a multi-granular domain schema that is used in the formalization of database schemas so that each attribute is assigned a certain granularity; and (ii) explore the issues when integrating data at different granularities and suggest possible global schemas and instances.