OTT = over the top = ads that aren't shown on cable ("linear") DSP = demand-side platform = real-time bidding on ad space on behalf of advertisers
What data is tracked? Don't think we can see what's plugged into the TV if it's not connected to the internet but besides that... all of it... If we have your TV we know where you live. We know what you're watching (hopefully our customers' ads!). We know all the devices that connect to your home network. We know where those devices go when you leave the house. We know you were driving down this stretch of road when you saw that ad on that billboard or on the side of that truck ("out-of-home" advertising). We know if you saw that ad and then bought something ("conversion" + "attribution"). We know what apps you have downloaded. Did you know Candy Crush is spying on you, too? Did you know Grindr sells your IP address? We likely know your age and your race and how much your home cost and where you went to college and how many kids you have ("segmentation"). Privacy laws have gotten in the way a little bit, but not much - it's less "we can't get this data anymore" and more "here's the hoop(s) we now have to jump through but we still get it".
I don't want to freak anyone out. In my time in adtech I never felt like anyone was using this data for anything besides "Please buy more coca-cola..." but you never know. Privacy _can_ exist it's just insanely hard because there's so much money hell-bent on tracking you down.