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Digitalisation is permanently transforming trade and competition in markets. Consequently, common methods of exchange of goods and services are disrupted, paving the way to new models of sales and new products and services. All legal norms applied in free markets are being challenged as a result of this innovative process. In this context, competition law enforcement has also been subject to new debates. One of the most important outcomes of digitalisation is Big Data. As part of digitalisation, individuals are rapidly and constantly generating data. When these data are collected in masses, they give birth to what is known as Big Data. Today, Big Data has become an object of competition in itself as algorithms obtained through utilisation of Big Data give undertakings a significant competitive advantage in the market. Rules governing the Internal Market of the European Union are also being amended or reformed in order to respond to the requirements of the digital era. This article discusses the potential effects of Big Data on European Union competition law enforcement. The aim of the article is to examine and identify the challenges that may be posed by Big Data and its use in European Union competition law. It is argued that in data markets where Big Data is utilised the current measures and tests employed in European Union competition law enforcement may be insufficient or inapt. Subsequently, new policies that may be more effective in such markets are suggested. [ABSTRACT FROM AUTHOR]