RDF streams are sequences of timestamped RDF statements or graphs, which can be generated by several types of data sources (sensors, social networks, etc.). They may provide data at high volumes and rates, and be consumed by applications that require real-time responses. Hence it is important to publish and interchange them efficiently. In this paper, we exploit a key feature of RDF data streams, which is the regularity of their structure and data values, proposing a compressed, efficient RDF interchange (ERI) format, which can reduce the amount of data transmitted when processing RDF streams. Our experimental evaluation shows that our format produces state-of-the-art streaming compression, remaining efficient in performance.