Question: I have used Gurobi and cplex for solving large scale LP problems with Pyomo. However, I do need to use open source solver. Any advise?
glpk and cbc seems to be very slow in solving the problem (with 2e6 variables)

Answer: 
There is a new open source solver that looks quite promising, HiGHS:

<https://www.maths.ed.ac.uk/hall/HiGHS/>

But as pointed out by others, for mixed-integer programming problems, at the moment, open-source solvers can't compete on performance and reliability with commercial solvers.
For large LPs you need an interior point solver.

On top of what others have mentioned, you can use CLP's interior point method, or, interestingly, just plain old IPOPT can work perfectly fine since it will also apply an interior point algorithm.