1. A computer implemented method, comprising: receiving a plurality of streams of data, wherein each stream of data has its own stream data format; determining a query associated both with a first one of the plurality of streams of data and one or more records of a database stored in a database format; determining whether the one or more records are stored in a local cache, the local cache comprising one or more records that had been retrieved from the database and converted into the streaming data format of the first stream prior to the receiving; retrieving, from the database, any records of the database associated with the query and not already stored in the local cache; converting the retrieved records from the database format into the streaming data format of the first stream, wherein the converting changes an internal representation of how the records retrieved from the database are stored in a local cache, wherein the converted records are stored in the local cache in the streaming data format, wherein the query is executed against both the first stream of data and the converted records as stored in the cache; and providing a query response for an execution of the query, wherein the query response comprises references to the records of the database stored in the local cache in the streaming data format and that are associated with the query, wherein at least one of the receiving, determining a query retrieving, converting, and providing are performed by one or more computers in parallel on both the first stream and a second one of the plurality of streams.