Cross-domain tracking is required at any time when you want to track GA for one session in several domains that you control. If you are not using it or configured it incorrectly, you will have meaningless data, and there will also be a shortage of tasks for their conversion. Google Analytics uses third-party cookies attached to the visitors browser.
These cookies contain data about the last time a visitor visited the site, what page he was on, and a lot of other data. When a user clicks between pages or returns later, ga.js javascript searches for the existence of this first cookie. If he does not find a cookie, then he considers the visitor as a new visitor (who has NEVER been on your site). Primary cookies are great, but for security reasons they do not pass between domains. The first cookie is directly linked to the domain that set it and will not be accessible to anyone else.
If you want to receive data from a specific domain, you can create a filter host name, insertion type. That is, only receiving data exclusively for this domain
Using the old version of Google Analytics, by clicking on visitors > Network Settings > Hostname , you can see information about the domains that send you the data.
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