1. A stream data processing system which executes a global query registered beforehand with respect to stream data and outputs an execution result thereof wherein the global query comprising n local queries and n is an integer, the stream data processing system comprising: n query processing devices each of which is coupled to each other via a network, i-th query processing device executing i-th local query wherein said i is an integer and 1≦i≦n; and a proxy device which is coupled to the n query processing devices via a network and 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, via the network, data transferred from the (i−1)-th query processing device in the case of i≠1; a data registration unit which stores 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 determines if storage data stored in the proxy device by another query processing device includes target data necessary for processing the i-th local query registered beforehand in the case of 1<i≦n, and accesses, via the network, the proxy device so as to obtain the target data if the storage data stored in the proxy device by said another query processing device includes the target data; 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 the 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, via the network, 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, via the network, 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 including at least a part of the stream data from each query processing device and stores the received storage data; and a data reading unit that reads the target data requested from each query processing device from the storage data stored in the storage data storage unit and transmits, via the network, the read target data to the query processing device which is a request source.