Data warehousing populates data from different source systems into a central data warehouse (DW) through extraction, transformation, and loading (ETL). Massive transaction data are routinely recorded in a variety of applications such as retail commerce, bank systems, and website management. Transaction data record the timestamp and relevant reference data needed for a particular transaction record. It is a non-trivial task for a standard ETL to process transaction data with dependencies and high velocity. This chapter presents a two-tiered segmentation approach for transaction data warehousing. The approach uses a so-called two-staging ETL method to process detailed records from operational systems, followed by a dimensional data process to populate the data store with a star or snowflake schema. The proposed approach is an all-in-one solution capable of processing fast/slowly changing data and early/late-arriving data. This chapter evaluates the proposed method, and the results have validated the effectiveness of the proposed approach for processing transaction data.