You can find the term Big Data in the german language dictionary Duden. So we can say it's a german word now.
As it is a German word, I can concatenate it with other german words. But how?
Usually, if the word is not a German word, I can concatenate it through the use of a hyphen.
E.g.: "Der Deep-Learning-Begriff"
So, should I write
Big datakontext
or
Big-Data-Kontext?