In the context of setting up Meta Conversions API Gateway, data routing is adding a subdomain in Meta CAPIG.

Implementing a custom domain or data routing in your CAPI Gateway hub will enhance measurement performance. The data routing feature allows you to designate the subdomain through which the pixel interacts with the Conversions API Gateway. 

Your custom domain should match the subdomain of the main domain used for firing the Meta Dataset (formerly Pixel). For example, if your website is example.com, then your CAPI Gateway custom domain should be capig.example.com.

To configure data routing, follow the steps below:

1. Click Data Routing on the left menu of your admin account.
2. Click Optimize.
3. Copy the target domain from the pop-up. Click Cancel.
4. Next step requires you to define DNS settings for the custom domain. Before proceeding, ensure you can make changes through the DNS provider.

5. Log in to your DNS provider and create a CNAME record (if you use Cloudflare, the settings should look like on the screenshot).

   Name: capig (or anything you like)

   Content: target domain that you have copied

   DNS proxy should be set to off.

6. After creating the CNAME record, go back to your Gateway Hub in the Data Routing section, click Optimize and write down the subdomain and domain names. Click Continue.

7. If you have done everything correctly, after adding the subdomain, it will be displayed in Data Routing and a green Optimized mark should appear. 

Done; your Meta CAPI Gateway is now being used in a first-party context, which is highly recommended for quality tracking.