The scientific instruments included in modern space missions require high compression ratios in order to downlink all the acquired data to the ground. In many cases, this must be achieved without losses and the available processing power is modest. Algorithms requiring large amounts of data for their optimum operation cannot be used due to the limited reliability of the communications channel. Existing methods for lossless data compression often have difficulties in fulfilling such tight requirements. We present a method for the development of lossless compression systems achieving high compression ratios at a low processing cost while guaranteeing a reliable downlink. This is done using a two–stage compressor, with an adequate pre–processing stage followed by an entropy coder. The pre–processor should be tailored for each case and carefully evaluated. For the second stage, we analyze some existing solutions and we present a new entropy coder, which has comparable or even better performances than those offered by most coders and guarantees high ratios in front of outliers. Finally, we present the application of this method to the case of the Gaia mission and we present the results obtained.