In order to make the modern power system smarter, variable data acquisition devices and information management systems such as smart meters, remote terminal unit(RTU), phasor measurement unit(PMU), and distribution management system(DMS), energy managemt system (EMS), customer management system(CMS), generation management system(GMS) have been widely installed. These systems create huge amounts of data, which are the main sources of smart grid big data. It is imperative for the development of smart grid to study the advanced data analysis technology, which can make optimal decision for power grid control and operation, and also can improve the flexibility, security, reliability, and efficiency of the electricity system. In this paper, the causes of smart grid big data and the importance of data analysis are analyzed, the development trend of big data technology is discussed. Smart grid big data sources and types are selectively analyzed, and then the characteristics of smart grid big data are summarized, the various application scenarios are given, and the smart grid big data analysis platform and function under development are introduced.