An index structure ACEI (advanced CEI) is proposed in this paper to optimize the storage of CEI (containment-encoded intervals)-based interval index structure for data stream processing which involves a lot of operations of the numerical range query. It is necessary to construct a main memory-based query index with a low storage cost and little search time. The CEI index structure has low storage utilization, although it supports for high-speed query. To solve this problem, index structure ACEI is proposed. Based on CEI, through structural adjustment and optimization of parameters, ACEI can maintain the high speed of query operation and reduce the space complexity from O(R+N·W/L+N·log(L)) to O(sqrt(R·N)+ N·sqrt(W)). Experiments show that ACEI structure can greatly improve the storage utilization and can be used for interval index against a large endpoint range.