Margrethe Vestager, the head of the EU’s competition bureau, said during a press conference that the EU has been “gathering information” on how the company uses data from sellers on its third-party marketplace. Regulators want to know whether that data could give Amazon an edge over competitors by providing insight into consumer behavior.

“If you, as Amazon, get the data from the smaller merchants that you host, which can be of course completely legitimate because you can improve your service to these smaller merchants, do you…