I've noticed that some CJ merchants (e.g., Best Western) create a CJ-related cookie that DOES NOT contain information about the affiliate site which linked to the merchant site. In other words, if I go to bestwestern.com through affiliate X it creates a cookie IDENTICAL to a cookie created if I go to bestwestern.com through affiliate Y. So how does Best Western/CJ know which affiliate to pay for a specific transaction? Thanks!
The cookie containing your PID and such is done on CJ's server, not Best Western. Best Western's cookie most likely tells its confirmation page to show the CJ pixel, which then communicates to CJ that a sale has been made, and to give the affiliate that CJ cookied credit for the sale.