In general: any bringing together of parts or units to form a collective whole; in the case of data, to consolidate and thus reduce it.
Personal finance: Internet-related service, usually called account aggregation, that provides all-in-one convenience by consolidating on one web page information and service from various sources, such as your bank account, your brokerage account, and your credit cards. Confidential access is gained by entering a user name and password. Some banks offer account aggregation as a convenience to customers, usually free of charge.
Corporate finance: collecting and treating as one the investment proposals of different operating units.
Futures: combining of all the positions owned or controlled by a trader for reporting and compliance purposes.