Special characters are not allowed in cookies per RFC 2109, 2965, and 6265. However, when storing a Data Element value for a Session in DTM, the value is not URL-encoded in the session storage cookie that DTM creates. This lack of URL encoding of whitespaces and special characters many of my Data Element values contain caused multiple services on one of my sites to fail when trying to parse those non-compliant cookies. Please update DTM libraries to automatically encode and decode values stored in cookies.
