Questions about loading the big data

I'm working on an academic mobile app now. I'd like to know what the best way is to load the big data into the app.
We are using RESTful API to get the data from the server. The data will be updated in the app while the application is running. However, the app is always freezing at the first time run because of the data loading. To resolve this issue, I created a db file to handle the data locally. The db file will be updated only one time while the application starts to run. I think it is not the best way to resolve this issue.
Could you guys share your experience how to handle the big data in your application?
Thanks in advanced.