This paper proposes an efficient algorithm to compress the cubes in the progress of the parallel data cube generation. This low overhead compression mechanism provides block-by-block and record-by-record compression by using tuple difference coding techniques, thereby maximizing the compression ratio and minimizing the decompression penalty at run-time. The experimental results demonstrate that the typical compression ratio is about 30:1 without sacrificing running time. This paper also demonstrates that the compression method is suitable for Hilbert Space Filling Curve, a mechanism widely used in multi-dimensional indexing.