1. A computer implemented system for real time event processing, comprising: a computer, including a processor and a computer readable storage medium; an event processor which executes on the computer, and which is configured to receive data as a plurality of event streams, and interpret statements or queries written in an event processing language, against the event streams, to query or process the data therein, wherein at least some of the statements or queries include, as part of the statement or query, a retain clause that defines an extent of data in a data stream which should be retained in memory and over which the statement or query should be interpreted, and wherein at least one statement or query defines its extent as a sliding window of stream data, over which the statement or query is processed; a plurality of event listeners, each of which can be associated with a statement or query to receive notifications when that statement or query is satisfied; and wherein, while the data streams are being received at the event processor, the event processor interprets each statement or query provided thereto, to retain in memory a set of data defined by the retain clause included as part of the statement or query, query or process the retained data as further defined by the statement or query, determine if the statement or query is satisfied, and notify associated listeners as appropriate.