In this paper the authors give an overview of turn Data Management Platform (DMP). They explain the purpose of this type of platforms, and show how it is positioned in the current digital advertising ecosystem. They also provide a detailed description of the key components in turn DMP. These components cover the functions of data ingestion and integration, data warehousing and analytics, and real-time data activation. For all components, they discuss the main technical and research challenges, as well as the alternative design choices. One of the main goals of this paper is to highlight the central role that data management is playing in shaping this fast growing multi-billion dollars industry.