We live in a digitalized society. All the abundant data we produce, today called “Big Data” it changing our lives, and will soon disrupt it. Different studies and analysis argue about the advantages that Big Data comes in, not only as a competitive advantages for the data holders, but also in health, government, for the citizens and society as a whole. Nevertheless, Big Data comes with significant questions and poses challenges toward the privacy concern. So the path to Big Data gains is risky and also rocky. The decision we take over that data have a real human consequences such as ethical issues. Any data on social subjects raise privacy issues, and when the risk of misuse, intentionally or not, is huge it becomes an issue for the entire information society. In this research, we explore potential gaps among the participants and deduct various reasons of these breaches reaching thus to reasons for improving the interplay among them. The study reflects on the interplay between government, business and consumer in a Big Data Supply Chain. It shows an existing inconsistency partly because of the lack of enforcement government legacy that is also attributed to lack of educated public. Data holders lack transparency and consumers retain their trust toward them. The communication, barriers and legal rights between their interplay are vague, leading so to an important question toward ownership. When data sets are available to be gathered and used in analysis, there is a mist about its usage rights and requirements