To follow on from Alex's reply, a lot of browsers these days disable TP-cookies. We use the third party cookie more for cookie-syncing (matching up FP cookies across domains) than as standalone ID.
You can systematically work out which browsers have TP cookies disabled by using Redshift's window functions:
SELECT domain_userid, network_userid
FROM
(SELECT
domain_userid,
network_userid,
CASE
WHEN lag(network_userid) OVER (PARTITION BY domain_userid ORDER BY dvce_tstamp) = network_userid THEN 1
ELSE 0
END
AS nid_consistent
from atomic.events
WHERE network_userid <> '-'
AND event = 'page_view' )
GROUP BY domain_userid, network_userid
HAVING SUM(nid_consistent) > 0
Will give you a list of users (by first party cookie) who keep the same network user_id across multiple pageviews. Alternatively you could just look for the same network userid on multiple domains. From our experience, about 60-70% of network_userids are reliable, so it's worth using as part of your matchup process. What we then do for unmatched users is fall back to IP, browser fingerprint (best used in combination with IP etc