So they don’t “sell” data, they give it away:

> A key vulnerability of real-time bidding is that while only one advertiser wins the auction, all participants receive data about the person who would see their ad. As a result, anyone posing as an ad buyer can access a stream of sensitive data about billions of individuals a day. Data brokers have taken advantage of this vulnerability to harvest data at a staggering scale. Since bid requests contain individual identifiers, they can be tied together to create detailed profiles of people’s behavior over time.

> Data brokers have sold bidstream data for a range of invasive purposes, including tracking union organizers and political protesters, outing gay priests, and conducting warrantless government surveillance. Several federal agencies, including ICE, CBP and the FBI, have purchased location data from a data broker whose sources likely include RTB. ICE recently requested information on “Ad Tech” tools it could use in investigations, further demonstrating RTB’s potential to facilitate surveillance. RTB also poses national security risks, as researchers have warned that it could allow foreign states to obtain compromising personal data about American defense personnel and political leaders.