1. A data query system comprising a client, a query component agent and one or more query components connected to the query component agent; wherein, the client is configured to send a client request to the query component agent, and directly receive a processing result from the query component; the query component agent is configured to: store a relation among a query component number, a query component instance, and a client request load status of the query component, and update the stored client request load status of the query component according to a client request load status of the query component reported by the query component, and receive the client request; when the query component agent receives the client request, select a query component to process the client request based on a load balance rule and the stored relation information, and further find the query component instance of the query component, and return the query component instance to the client; the query component is configured to send the query component number and the query component instance to the query component agent to register and report the client request load status of the query component; and when the query component is the query component selected by the query component agent, process the client request and directly return the processing result to the client; wherein the relation among the query component number, the query component instance, and the client request load status of the query component is stored by: initializing two Hash tables, wherein a first Hash table stores a mapping relationship between the component number and the query component instance, and a second Hash table stores a mapping relationship between the query component number and the client request load status on the query component; after receiving registration of the query component, storing the mapping relationship between the query component number and the query component instance in the first Hash table; wherein updating the stored client request load status includes: receiving a periodic heartbeat connection of the query component and periodically updating the client request load status on the query component in the second Hash table.