Cryptocurrency has been a trending topic over the past decade, pooling tremendous technological power and attracting investments valued over trillions of dollars on a global scale. The cryptocurrency technology and its network have been endowed with many superior features due to its unique architecture, which also determined its worldwide efficiency, applicability and data intensive characteristics. This paper introduces and summarises the interactions between two significant concepts in the digitalized world, i.e., cryptocurrency and Big Data. Both subjects are at the forefront of technological research, and this paper focuses on their convergence and comprehensively reviews the very recent applications and developments after 2016. Accordingly, we aim to present a systematic review of the interactions between Big Data and cryptocurrency and serve as the one stop reference directory for researchers with regard to identifying research gaps and directing future explorations.