I've built a similar system as well. Raw data compressed and stored in s3, but aggregations are stored in postgres. Data stored in Postgres is compressed binary

I've built a similar system as well. Raw data compressed and stored in s3, but aggregations are stored in postgres. Data stored in Postgres is compressed binary representation of a histogram and I added few C functions in postgres to do things like select x,y, histogram_percentile(histogram_merge(data), 99) group by x,y etc..