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; and a client connected to the cluster that submits a request that includes the SQL query, wherein upon receiving the request for the query explain plan, the SQL query is submitted to each node in the cluster and wherein each node in the cluster evaluates a query plan for the SQL query using local data as said each node and returns a set of information regarding how the SQL query is executed at said node; and wherein a query record object is generated that 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.