Aiming at poorness of real-time,loss of data accuracy and low compression rate of time series database,the paper proposes a real-time lossless compression technique based on time series data and it introduces implementation of fast,lossless and effective compression by means of differentials,difference or calculation;furthermore,120 MB time series data is tested in terms of sine data,increasing data,power disturbance data and switching value data by real-time lossless compression technique and Zip and Lzo compression algorithm in laboratory test.The test result shows that compression rate of lossless compression technique can be as high as 100∶1;lossless,effective and fast compression of time series data and it is of great fault-tolerant capability.