Natural gas shortage caused by supply-demand contradiction occurs from time to time. In view that China has already entered the era of Big Data, it is necessary to build a big data platform for gas storage and peak shaving to deal with natural gas shortage quickly and effectively, apart from increasing the exploitation and import of natural gas and accelerating the construction of natural gas storage facilities. In this paper, a big data platform for gas storage and peak shaving with the national general platform as the first layer, the provincial platform as the intermediate layer and the enterprise platform as the basic layer was constructed by means of big data acquisition, preprocessing, distributed storage and mining analysis technologies. Then, the gas supply tension (gas shortage) in 2017 was simulated and analyzed by means of scenario construction. And the following research results were obtained. First, based on the integrated gas storage and peak shaving platform system of "national, provincial and enterprise" level, government authorities and enterprise capabilities can be connected seamlessly and the coordination between governments and enterprises can be used sufficiently. Second, based on the five-layer (resource collection, data cleansing, information storage, analysis & guidance and visual application) overall framework of the gas storage and peak shaving platform, natural gas supply and demand situations can be predicted effectively and gas storage and peak shaving resources can be utilized optimally. In conclusion, the "gas shortage" accident in 2017 can be divided into four stages, i.e., initiation, appearance, spread and formation, and the scenario construction according to the theory of "blank contrast" can simulate how the platform of enterprise level, provincial level and national level treat such phenomena of gas shortage.