To evaluate the working state of the smart grid, users need to count the status of devices collected by multiple smart meters. To avoid network congestion during data collection processes in the smart grid, an aggregation protocol is required to aggregate messages from multiple smart meters into one short message. However, since these messages may contain sensitive information of smart meters, privacy is a fundamental requirement for such a data aggregation protocol. At the same time, to avoid tampering of transmitted messages, data integrity is another important requirement during data aggregation. Currently, the privacy issue has been well addressed by using homomorphic encryption algorithms such as the Paillier cryptographic system, where multiple smart meters use the same encryption key for encrypting different messages. However, the integrity issue is much harder than the privacy issue since multiple smart meters use different private keys for signing different messages. To address the integrity issue, we propose a novel data aggregation protocol for the smart grid, called DASG. In DASG, we shall show how to aggregate signatures from multiple smart meters using the Chinese Remainder theorem and the Lagrange interpolation techniques, respectively. Since these two techniques can aggregate multiple messages into one, DASG is quite light-weight. Therefore, our newly designed data aggregation protocol for the smart grid can achieve both security and efficiency goals in the smart grid environment. Experimental results show that DASG is feasible for real world applications.