1. A method for identifying a user by a demand side platform across a plurality of different advertiser exchanges, the method comprising: (a) establishing, by a demand side platform executing on one or more servers, a cookie mapping for a user, the cookie mapping comprising a mapping of user identifiers for the user from a plurality of advertisement exchanges to a user identifier assigned by the demand side platform for the user, each of the plurality of advertising exchanges comprising a system for facilitating buying and selling of impression opportunities involving bids; (b) storing, by the demand side platform to the cookie mapping, a first mapping to the user identifier of the demand side platform, the first mapping comprising a first user id received by a bidder of the demand side platform from a first advertisement exchange and a first exchange id for the first advertisement exchange, the storing of the first mapping for adding the first advertisement exchange to the plurality of advertisement exchanges from which data about the user is mapped across the plurality of advertisement exchanges by the demand side platform; and (c) inserting, by the bidder, into a bid for an impression opportunity to a second advertisement exchange a pixel, the pixel comprising a key to the cookie mapping, a second user id for the user and a second exchange id of a second advertisement exchange, the second user id received by the bidder from the second advertisement exchange of the plurality of advertisement exchanges, the inserted pixel, via triggering from an impression served by the second advertisement exchange, to add a mapping of the second user id and the second exchange id to the user identifier of the demand side platform in the cookie mapping, the impression served responsive to the bid; and (d) adding, by the demand side platform responsive to the triggering of the inserted pixel from the impression, the mapping of the second user id and the second exchange id to the user identifier of the demand side platform in the cookie mapping.