Using website cookie information from U.S. firms' websites, I measure consumer data collected through cookies and examine how such data affect firms' accounting information environments. Cookies provide granular and real-time consumer data to firms' internal information environments and may improve the quality of internal information that managers rely on for external reporting. I find that firms with more cookies issue management sales forecasts more frequently and devote a larger share of disclosures in 10-K filings to customer, marketing, and product topics. The effects are stronger when cookie-collected data are more relevant or larger in volume and when firms have better data analytic technology. However, proprietary costs and data privacy protection mechanisms attenuate these effects. Using the California Consumer Privacy Act as a quasi-natural experiment, I provide causal evidence linking cookie-collected data to voluntary disclosure. Overall, the study highlights the role of firm-collected consumer data in shaping accounting information environments.