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Recent developments of digital markets determined the emergence of new business models that are centered on data collection and commercialization. Indeed, there is an increasing number of firms dedicated to the collection, storage and analysis of data, which are very often of personal nature. In the view of the benefits deriving from the use of big data, there are a number of concerns regarding the potential anticompetitive effects that might stem from the exploitation of this information package since it might generate entry barriers, reinforce existing dominant positions or facilitate collusive behavior. On this basis, we witness a surge of call for antitrust interventions aimed to buffer risks related to collection and exploitation of user data. In this respect, recent contributions and case law seem to suggest to a certain extent a merge between competition law and consumer protection in order to examine possible privacy violation in an antitrust perspective.