A method and system for sharing data anonymously between a user's electronic device and a third-party host is provided. A data vault receives, from the electronic device, information about the electronic device and a third-party identifier. The third-party identifier uniquely identifies the third-party host. Using the information about the electronic device and the third-party identifier, the data vault validates the authenticity of the electronic device and the third-party host and identifies a user preference. The data vault server creates an authenticated baton payload that includes the user preference and does not contain user identification information. The data vault receives from the third-party host a request for user data with the authenticated baton payload previously provided to the electronic device. Upon verification of the request for user data and the authenticated baton payload, the data vault provides the requested data to the third-party host without the user identification information.