Sounds like this New York Times article:
https://www.nytimes.com/interactive/2018/12/10/business/loca...
Edit: or actually I was thinking about this article, One Nation, Tracked:
https://www.nytimes.com/interactive/2019/12/19/opinion/locat...
Which is one in a series they did after some employees of a data broker or digital ad company (if I recall correctly) leaked a dataset to the New York Times because they actually were concerned about this kind of dataset existing.