A method and system for big data exchange is provided. The method includes a big data source collects various data and provides the various data to a big data exchanger; the big data exchanger receives the various data imported from the big data source, processes the various data to obtain processed data, and exports the various data and the processed data to a big data target according to a data request of the big data target; the big data target sends the data request to the big data exchanger and receives the various data and the processed data, corresponding to the data request, which are exported from the big data exchanger.