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The European Medical Information Framework (EMIF) project, funded through the IMI programme (Innovative Medicines Initiative Joint Undertaking under Grant Agreement No. 115372), has designed and implemented a federated platform to connect health data from a variety of sources across Europe, to facilitate large scale clinical and life sciences research. It enables approved users to analyse securely multiple, diverse, data via a single portal, thereby mediating research opportunities across a large quantity of research data. EMIF developed a code of practice (ECoP) to ensure the privacy protection of data subjects, protect the interests of data sharing parties, comply with legislation and various organisational policies on data protection, uphold best practices in the protection of personal privacy and information governance, and eventually promote these best practices more widely. EMIF convened an Ethics Advisory Board (EAB), to provide feedback on its approach, platform, and the EcoP. The most important challenges the ECoP team faced were: how to define, control and monitor the purposes (kinds of research) for which federated health data are used; the kinds of organisation that should be permitted to conduct permitted research; and how to monitor this. This manuscript explores those issues, offering the combined insights of the EAB and EMIF core ECoP team. For some issues, a consensus on how to approach them is proposed. For other issues, a singular approach may be premature but the challenges are summarised to help the community to debate the topic further. Arguably, the issues and their analyses have application beyond EMIF, to many research infrastructures connected to health data sources. [ABSTRACT FROM AUTHOR]