Nowadays, every industrial enterprise uses a set of information systems to manage business processes and optimize them. The aggregate information about finished products of industrial production contains a variety of heterogeneous data placed in various autonomous data warehouses of information systems with the corresponding levels. It is proposed to save information in data warehouses both the data content, and the information about the data structure at the time of recording. Diverse data with a time-varying structure is called heterogeneous data in the work, data warehouses of this type are heterogeneous data warehouses, respectively. The usage of the chosen approach in practice required the development of a methodology for the structural synthesis of heterogeneous data warehouses in industrial production. The efficiency of this approach in the development of heterogeneous data warehouses is demonstrated by the example of the program module "Heterogeneous data warehouse of metallurgical products" which is an integral part of the Automated System of Metallurgical Production. The material will be useful for the students of information technologies at different levels of education that include specialists, undergraduates, graduate students as well as engineers and researchers.