Final answer:
In Big SQL federation, a wrapper is used to connect to an external database, serving as a translator for communication between Big SQL and the external data source.
Step-by-step explanation:
When connecting to an external database in a federation in Big SQL, the component used is called a wrapper. A wrapper in the context of Big SQL federation acts as a translator between Big SQL and the external data source, allowing for communication through the correct database driver and protocol. The wrapper ensures that the SQL statements issued against the federated databases are correctly interpreted and results are properly integrated into the Big SQL environment.