1. A method implemented in a computer of processing a plurality of streams of data, the method comprising: processing the plurality of streams, to execute thereon a plurality of continuous queries based on a global plan; during said processing, receiving a command to create an aggregation and identification of a set of instructions to be executed to perform said aggregation; during said processing, creating in a memory of said computer, a first structure comprising said identification; during said processing, receiving a new continuous query to be executed using said aggregation; during said processing, based on said first structure, creating in said memory an operator comprising at least one second structure, the second structure comprising a first field to hold a reference to an instance of said set of instructions, and at least one additional field to hold information on at least one argument of said aggregation; during said processing, modifying the global plan by adding thereto said operator, thereby to obtain a modified plan; altering said processing, to cause execution of the new continuous query in addition to said plurality of continuous queries, based on the modified plan; during said execution of the new continuous query, creating said instance of said set of instructions; during said execution of the new continuous query, using said instance to perform said aggregation on at least a portion of said data; and outputting from said computer, a stream generated based at least partially on processing of said data by executing the new continuous query.