BlueKai, an online auction-based data exchange, has raised $21 million in funding from GGV Capital, Redpoint Ventures and Battery Ventures. This round of funding brings the startup's total funding to $35 million. Launched in 2008, BlueKai aggregates data from shopping and research activities across the Internet and provides this data on-demand for marketers, ad networks or publishers to boost the quality and scale of their ad targeting initiatives.