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What cookies does Optimizely use?
Optimizely uses persistent visitor level cookies to uniquely identify users and track their actions. It sets a number of cookies, each storing a different set of data

FIRST PARTY COOKIES
A first party cookie is a cookie whose domain is set to your website (i.e. .yoursite.com). Optimizely sets the first party cookies to the highest level domain available on your site. This ensures that a user will be tracked through all subdomains. A brief summary:

optimizelyEndUserId

What: Contains the end user's unique identifier. It is a combination of a timestamp and random number. No information about you or your customer is stored in it. 
Example: oeu1383080393924r0.5047421827912331
Expiration: 10 years

optimizelyBuckets 

What: Stores JSON of the experiments and variations that a user has been bucketed into. This ensures the user consistently sees the same variation, even over multiple sessions. 
Example: {"138736319":"138725428","138750142":"138754098"}
Expiration: 10 years
In a multivariate test, the variations a visitor sees are concatenated with an underscore, like this: {"experimentID":"section1variationID_section2variationID_section3variationID"}
Example: {"138736319":"138725428_138825412_135555542","138750142":"138754098"}

optimizelySegments 

What: Stores JSON of the user's audience and dimension information (e.g., browser, campaign, mobile, source type, custom dimensions).
Example: {"139230617":"direct","139230618":"false","140036362":"gc","159151144":"none"}
Expiration: 10 years

optimizelyRedirect

What: In case of a redirect experiment, stores the variation-ID of the redirect experiment. Optimizely uses it to run any applicable integration code after the redirect is done. This helps us get around the problem of an experiment not being "active" on a redirect page. This is not to be confused with the optimizelyReferrer cookie that is responsible for storing the user's original referring URL. 
Expiration: 5 seconds

optimizelyPendingLogEvents

What: Used as a cache of a user's actions between tracking calls. When the tracking call is made the cookie will be wiped. This is to ensure that all events are tracked even if the user is committing actions in rapid succession.
Expiration: 15 seconds

THIRD PARTY COOKIES

The domain for these cookies is set to ".optimizely.com" (thus classifying them as a third party cookie in relation to your page). Optimizely employs these cookies to track users across domains and reconcile their actions to an Experiment/Variation on the original domain.

Similar information and names are used as the First Party Cookies:

optimizelyEndUserId
optimizelyBuckets
optimizelySegments