1. A data stream management system that processes a plurality of streams of data using a plurality of continuous queries, the data stream management system comprising: a store comprising a plurality of tuples representing a relation, each tuple being time stamped; a memory comprising a global plan currently being used in execution of the continuous queries on the plurality of streams; means, coupled to said store, for modifying said global plan in said memory in response receipt of a new continuous query that uses a new aggregation defined by a user, by using an operator to invoke a first instance in a plurality of instances of the new aggregation based on a first value of an attribute of said data; wherein said new aggregation groups data in said streams by said attribute; and means, coupled to said means for modifying and to said store, for executing an instruction in the operator, to perform the new aggregation.