1. A system for explaining queries in a distributed data grid, said system comprising: one or more microprocessors; a cluster running on the one or more microprocessors, including a plurality of cluster nodes storing data distributed throughout the cluster, each cluster node being capable of executing a structured query language (SQL) query on the data stored on said cluster node, wherein the cluster operates to receive, from a client connected to the cluster, a request that includes a SQL query; submit the SQL query to each node in the cluster and wherein each node in the cluster operates to evaluate a query plan for the SQL query using local data, determine an optimal query plan that is specific to said each node in the cluster, and return a set of information regarding how the SQL query is executed at said each node; and use an aggregator to generate a query record object, wherein the query record object aggregates the information from all nodes in the cluster, wherein the query record object contains information regarding how the SQL query is executed by each node in the cluster.