A computer is programmed to accept a command to create a new aggregation defined by a user during execution of continuous queries on streams of data. The computer is further programmed to thereafter accept and process new continuous queries using the new aggregation, in a manner similar to built-in aggregations. The user typically writes a set of instructions to perform the new aggregation, and identifies in the command, a location of the set of instructions. In response to such a command, the computer creates metadata identifying the new aggregation. The metadata is used to instantiate one aggregation for each group of data in a current window, grouped by an attribute identified in a new query.