Wireless big data describes a wide range of massive data that is generated, collected and stored in wireless networks by wireless devices and users. While these data share some common properties with traditional big data, they have their own unique characteristics and provide numerous advantages for academic research and practical applications. This article reviews the recent advances and trends in the field of wireless big data. Due to space constraints, this survey is not intended to cover all aspects in this field, but to focus on the data aided transmission, data driven network optimization and novel applications. It is expected that the survey will help the readers to understand this exciting and emerging research field better. Moreover, open issues and promising future directions are also identified.