Online Advertisement is a huge opportunity for brands to communicate with their target audiences in an increasingly sophisticated way. In the mean time, ad researchers are innovating more and more to keep the pace of this rapidly changing industry. One such innovation is the ability to passively collect behavioural data from members of an online access panel in order to audit online ad campaigns, but the question arises on whether this data is significantly different from cookie-based data, when the latter are obtained also from an online access panel with identified profiles. An important question thus emerges: should companies Cookie or Clickstream? And why? Here we provide a clear and in-depth answer to these questions, based on a real case study conducted at Movistar Chile.