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There are three steps to comply with the Open Research Data Pilot:

Step 1:
Write a DMP

The first version of your DMP has to be submitted within six months. You should update your DMP whenever significant changes occur, but at a minimum for periodic evaluation and at the final review. See our faq on creating a DMP for more tips.
Step 2:
Find a research data repository
Find a data repository that matches your data needs and discipline. An overview of repositories can be found at re3data and FAIRsharing. If there is no subject-specific data repository available, catch-all repositories such as Zenodo, provide a good alternative. If you have trouble locating a suitable data repository, contact your local NOAD.
Step 3:
Deposit your data
Deposit the data and the information necessary to access and use it, i.e. metadata and tools/instruments, in the data repository. Attach an open licence, such as a creative commons license, to the datasets that can be made openly available.

(Partially) Opting-out

Each project proposal will need to consider taking part in the Pilot, but it remains possible to opt-out of at any stage: during the application phase or the grant agreement preparation (GAP) phase or after signing the grant agreement.

Moreover, projects individually define which data the Pilot covers for their specific context. A project can choose to only make a subset of the data available, or they can initially plan to make certain data available but then change their decision mid-project, for example if they discover there's a commercial application and plan to file for a patent.
The key principle to bear in mind is to be "as open as possible, as closed as necessary." If you plan to keep some datasets closed, you need to justify these decisions in your Data Management Plan.

For more information also check the EC's Guidelines on FAIR Data Management in Horizon 2020.