Given the increasing number of heterogeneous data stored in relational databases, file systems or cloud environment, it needs to be easily accessed and semantically connected for further data analytic. The potential of data federation is largely untapped, this paper presents an interactive data federation system (https://vimeo.com/ 319473546) by applying large-scale techniques including heterogeneous data federation, natural language processing, association rules and semantic web to perform data retrieval and analytics on social network data. The system first creates a Virtual Database (VDB) to virtually integrate data from multiple data sources. Next, a RDF generator is built to unify data, together with SPARQL queries, to support semantic data search over the processed text data by natural language processing (NLP). Association rule analysis is used to discover the patterns and recognize the most important co-occurrences of variables from multiple data sources. The system demonstrates how it facilitates interactive data analytic towards different application scenarios (e.g., sentiment analysis, privacyconcern analysis, community detection).