1. A stream data processing system which executes a global query registered beforehand with respect to stream data and outputs an execution result thereof comprising: i-th (where, 1<i<n) query processing devices each of which executes i-th local query composing the global query; and a proxy device which stores storage data including at least a part of the stream data, wherein the i-th query processing device includes: a data receiving unit which receives the stream data in the case of i=1 and receives transfer data from the (i−1)-th query processing device in the case of i≠1; a data registration unit which stores the storage data including at least a part of the received stream data in the proxy device in the case of 1<i<n; a data obtaining unit which accesses the proxy device so as to obtain target data if the storage data includes the target data necessary for processing the i-th local query registered beforehand in the case of 1<i<n; a local query processing unit which executes the i-th local query registered beforehand with respect to the stream data received by the data receiving unit in the case of i=1, and executes an i-th local query registered beforehand with respect to the transfer data received by the data receiving unit and/or the target data obtained by the data obtaining unit in the case of i≠1; and a data transmission unit which transmits a processing result of the local query processing unit, as the transfer data, to the (i+1)-th query processing device in the case of i≠n, and transmits the processing result of the local query processing unit to a predetermined device in the case of i=n, and the proxy device includes: a storage data storage unit which receives the storage data from the query processing device and stores the received storage data; and a data reading unit that reads the target data requested from the query processing device from the storage data stored in the storage data storage unit and transmits the read target data to the query processing device which is a request source.