In distributed sensor networks, the researches for authentication in sensor network have been focused on broadcast authentication. In this paper, we propose a message and its origin authentication protocol for data aggregation in sensor networks, based on one way hash chain and Merkle tree authentication with pre-deployment knowledge. Proposed protocol provides not only for downstream messages but also for upstream messages among neighbors, and it solves the secret value update issue with multiple Merkle trees and unbalanced energy consumption among sensor nodes with graceful handover of aggregator. In treating compromised node problem, our protocol provides an equivalent security level of pair-wise key sharing scheme, while much less memory requirements compared to pair-wise key sharing scheme.