Efficient aggregation of time series data is disclosed, including: obtaining a first entry value corresponding to an item, wherein the first entry value comprises a first recorded data point that is associated with a first time interval; generating a compressed block based at least in part on compressing the first entry value with at least a second entry value; storing the compressed block in a document corresponding to the item; determining that the item matches an aggregation search query; decompressing the compressed block from the document corresponding to the item to obtain the first entry value and the second entry value; and generating an aggregation result in response to the aggregation search query based on at least a portion of the first entry value and the second entry value.