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As taxi service is supervised by certain electronic equipment (e.g., global positioning system (GPS) equipment) and network technique (e.g., cab reservation through Uber in USA or DIDI in China), taxi business is a typical electronic commerce mode. For a long time, taxi service is facing a typical challenge, that is, passengers may be detoured and overcharged by some unethical taxi drivers, especially when traveling in unfamiliar cities. As a result, it is important to detect taxi drivers’ misbehavior through taxi’s GPS big data analysis in a real-time manner for enhancing the quality of taxi services. In view of this challenge, an online anomalous trajectory detection method, named OnATrade (pronounced “on a trade,” which means activities in a taxi trade on the fly), is investigated in this paper for improving taxi service using GPS big data. The method mainly consists of two steps: route recommendation and online detection. In the first step, route candidates are generated by using a route recommendation algorithm. In the second step, an online anomalous trajectory detection approach is presented to find taxis that have driving anomalies. Experiments evaluate the validity of our method on large-scale, real-world taxi GPS trajectories. Finally, several value-added applications benefiting from big data analysis over taxi’s GPS data sets are discussed for potential commercial applications.