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Could you tell me if I have use the before protocol on the context below.

Sorry, sir, but I can't give you any information on that account without verifying your information first. I understand your frustration because it takes time, but I'm just following (the) protocol.

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I think if the speaker is referring to a written document specifying a fixed set of rules, the protocol might be alright.

I think it also works without the if the speaker is referring generally to his understanding of the rules.

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Both forms are in common use...

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It's normally entirely a stylistic choice whether to include the article or not. If a specific "protocol" has been previously mentioned, I'd say the article is more likely to be included (but it's only more likely - it's never required).

But if you want a "general principle" for making the choice here, my advice would be not to include the article unless it's contextually necessary to indicate that you're only referring to some specific contextually-identified protocol, rather than just "diplomatic conventions" in general.

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