To get a seat on the exchange, you need to bid, and exchanges also don't allow you to store data of bid requests that you don't win for purposes other than bid algorithm optimization in their terms and conditions, since that's stealing data. If they find out you're freeloading, they'll cut you out.

Also, most of the data on it is pretty shitty with lots of fraud since the publishers want to get more money. The geo data is often fraudulent (https://en.wikipedia.org/wiki/Geographic_center_of_the_conti...), and that's why companies that bid hire data scientists to sift through the fraud.

There's also rarely, in my experience, year-of-birth or any personally identifiable data.