The ongoing discussion about data theft is actually a concern, indeed. I trust roobet because of the kind of promotions they do, the name they have created within such a small time, the kind of support they provide but even all that accounts for nothing because data theft can happen at any time and like mentioned even FB and other platforms were hacked so no one is prone to it.
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The intentional sale of KYC data is, in my opinion, very rarely the case (apart from the countless ICOs in 2017, of course, that demanded already scanned passports for a handful of coins - and made oodles of money doing so, of course).
Hacks or leaks by company employees are much more of a problem here. A site that collects validated KYC data from its customers is automatically a very lucrative target, and the smallest mistakes can lead to data being siphoned off, as we saw with Ledger last year, for example. However, I assume that Roobet does not store the data itself but uses a KYC service here. In Europe, companies that store such data must comply with very strict guidelines, which is rather only possible for very large companies with thousands of employees (banks, insurance companies, ...) without too high costs. I guess that similar requirements apply in other countries as well.