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In data aggregation, multiple source nodes send their data to a sink along a concast tree with aggregation done en route so that the sink can obtain the aggregate (which could be the sum, average, etc.) of all these data. End-to-end privacy and aggregate integrity are the two main goals of secure data aggregation. While the privacy goal has been widely studied, providing end-to-end aggregate integrity in the presence of possibly compromised aggregating nodes remains largely an open problem. Message Authentication Codes (MAC) are commonly used to provide end-to-end data integrity in two party settings. Natural extensions of MAC for the data aggregation scenario are considered. It is shown that a straightforward and intuitive refinement of the MAC security model (for the data aggregation setting) is not achievable. A weaker security notion is proposed; whether this notion is achievable remains unclear.