It is still challenging in telecommunication (telco) industry to accurately locate mobile devices (MDs) at city-scale using the measurement report (MR) data, which measure parameters of radio signal strengths when MDs connect with base stations (BSs) in telco networks for making/receiving calls or mobile broadband (MBB) services. In this paper, we find that the widely-used location based services (LBSs) have accumulated lots of over-the-top (OTT) global positioning system (GPS) data in telco networks, which can be automatically used as training labels for learning accurate MR-based positioning systems. Benefiting from these telco big data, we deploy a context-aware coarse-to-fine regression (CCR) model in Spark/Hadoop-based telco big data platform for city-scale localization of MDs with two novel contributions. First, we design map-matching and interpolation algorithms to encode contextual information of road networks. Second, we build a two-layer regression model to capture coarse-to-fine contextual features in a short time window for improved localization performance. In our experiments, we collect 108 GPS-associated MR records in the centroid of Shanghai city with 12 × 11 square kilometers for 30 days, and measure four important properties of real-world MR data related to localization errors: stability, sensitivity, uncertainty and missing values. The proposed CCR works well under different properties of MR data and achieves a mean error of 110m and a median error of 80m, outperforming the state-of-art range-based and fingerprinting localization methods.