Cookies are small text files that web servers send to a computer, and are used by nearly all websites. Typically they contain the name of the website and a unique identifier. When you request a page from the server, your browser sends the cookie back to the server.
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This site is run on a content delivery network, Cloudflare, which sets a cookie. The cookie is used to identify individual clients behind a shared IP address. And it applies security settings on a per-client basis. It does not correspond to any user ID in the web application and does not store any personally identifiable information.