if you are not a party to the divorce, you are a "non party" and before the lawyer can ask for your records he is supposed to file a "notice of intention to subpoena records from a non party" and you should have been provided a copy thereof, and given the opportunity to object. This process must be followed by the lawyer. If you object then the lawyer has to take your deposition and can ask that you bring records to the deposition. As such I would also file a motion for protective order and serve the lawyer with it. You may need to have a hearing on your motion at which time the lawyer will have to show the court why your personal financial records are relevant and necessary in the divorce.
Answered on Jan 24th, 2014 at 3:50 PM