Managing data by: receiving a group of individually accessible data units, each data unit identified by a key value, with key values determined such that the key value identifying a first data unit received before a second data unit occurs earlier in a sort order than the key value identifying the second data unit; and processing the data units for storage in a data storage system. The processing includes: storing blocks of data, the blocks being generated by combining a plurality of the data units; providing an index with entries that enable location, based on a provided key value, of a block that includes a data unit corresponding to the provided key value; and generating one or more screening data structures associated with the blocks for determining, based on a given key value, whether to search the stored blocks for a data unit corresponding to the given key value.