I use a stoneware that I bought commercially. most clays are fine, the only problem might be if unusual refractories (helps the clay "melt" at a certain temp) for really low-fire they add some weird stuff that may not be good for an aquarium. But all in all the stuff has to be non-toxic for food consumption for humans and so is safe for aquariums.
Pottery is frequently fired (baked) twice, once at a lower temp (bisque) and then higher temp (glaze). The glaze firing actually causes the clay to fuze into a glasslike substance (stoneware or porcelain)
My theory is you only want to bisque it because its more porous and as such harbors micro-organisms in its body which could act as a filter of sorts.
High fire is more like glass or a quartz rock.
Plus its quicker and cheaper just to fire to bisque.
Here's a couple of pieces I have kicking around.