An ML engineer is building an ML model in Amazon SageMaker AI.

AWS provides Amazon SageMaker Data Wrangler as a native tool for importing, transforming, and analyzing data from multiple sources directly into SageMaker Studio. Data Wrangler supports Amazon S3, Amazon Athena, and Snowflake as built-in data sources through managed connectors.

Using Data Wrangler, ML engineers can query data from Athena using SQL, load structured files from S3, and securely connect to Snowflake without writing custom ingestion code. This approach significantly reduces development effort and aligns with AWS best practices for rapid ML experimentation.

Option A is incorrect because AWS Glue DataBrew is designed for data preparation but does not natively integrate with SageMaker training workflows. Option B introduces unnecessary complexity and is not intended for direct ML data loading. Option C focuses on feature storage, not raw historical data ingestion.

Therefore, SageMaker Data Wrangler is the correct solution.