The bay area of Guangdong，Hong Kong and Macao is the forefront of China’s opening up to the outside world. It is important for the country to build an open economic system and “One Belt And One Road”. But the element flow faces the obstacle of three kinds of tariff area and many kinds of system amalgamation. This paper is based on big data ideas，then builds the “baidu index” to judge the connection strength between 11 cities in Guangdong，Hong Kong and Macao to the spatial characteristics of elements between cities. It is found that there is obvious geographical proximity of the factor flow strength in the bay area of Guangdong，Hong Kong and Macao. From the close degree of contact，it forms inside and outside two large circle. Hong Kong has a pivotal role in the whole bay area. “Hong Kong-Shenzhen” and “Guangzhou-Foshan” are the two core cores of the elements. And it forms the “Xianggang Shenzhen-Guangzhou Foshan” corridor，but the whole bay area presents the east heavy west light pattern. The west coast area of the bay area needs to be further developed in cluster to play a role in promoting the western region. Finally，combining with the trend of the development stage of bay area and the possible trend of factor flow，this paper puts forward the way of establishing “market community” in the bay area of Guangdong，Hong Kong and Macao，so as to realize the international connection of elements.