First, let's just redefine "DSP's tracking cookie"
A Demand-Side Platform is a process known as cookie syncing. Cookie syncing works when two different advertising systems (aka platforms) map each other’s unique IDs and subsequently share information that they have both gathered about the same user.
So yes,
This is similar, but Meta does it for its own activation. This is the tracking pixel that you place on your own website that you need to access to build an audience profile. These are the same tracking pixels that you use to do retargeting in the Meta ecosystem.
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