Trajectory data allow the study of the behavior of moving objects, from humans to animals. Wireless communication, mobile devices, and technologies such as Global Positioning System (GPS) have contributed to the growth of the trajectory research field. With the considerable growth in the volume of trajectory data, storing such data into Spatial Database Management Systems (SDBMS) has become challenging. Hence, Spatial Big Data emerges as a data management technology for indexing, storing, and retrieving large volumes of spatio-temporal data. A Data Warehouse (DW) is one of the premier Big Data analysis and complex query processing infrastructures. Trajectory Data Warehouses (TDW) emerge as a DW dedicated to trajectory data analysis. A list and discussions on problems that use TDW and forward directions for the works in this field are the primary goals of this survey. This article collected state-of-the-art on Big Data trajectory analytics. Understanding how the research in trajectory data are being conducted, what main techniques have been used, and how they can be embedded in an Online Analytical Processing (OLAP) architecture can enhance the efficiency and development of decision-making systems that deal with trajectory data.