Compared with traditional Enterprise Data Warehouse (EDW) solution having vendor lock-in risk on both hardware and software, Massive Parallel Processing (MPP) database and Hadoop/Spark ecosystem based on open hardware platform, like X86, have advantages on both scalability and low cost. And with the mature of these technologies, they become integral parts of enterprise-class big data platform. Based on how to deal with the challenges posed by "big data", this study proposes a fusion big data architecture suitable for data analysis and processing of large commercial banks, and has achieved the success of application practice.