Companies sometimes sell their own first-party data, but not nearly as often as people think. If a company has data that other companies don’t have, a lot of the time they’ll want to keep it for themselves, since it can give them a competitive advantage over other platforms.

If Amazon knows what movies and TV shows you like, they’re going to use that data to improve ad performance on their own platforms - suggested content on Prime Video, product ads on Amazon, etc. They’re not going to give it to some other company to use.

The one major exception to that are data brokers. These are companies that only exist to sell data. These are less well known companies. They often use public data and combine it with things like supermarket loyalty data and purchase history.