Because of it's specialization in spyware, an Anti-spyware software is needed in this situation. Notice the question specifically asks about a TRACKING cookie.
Spyware (a portmanteau for spying software) is software with malicious behaviour that aims to gather information about a person or organization and send it to another entity in a way that harms the user—for example, by violating their privacy or endangering their device's security. This behaviour may be present in malware as well as in legitimate software. Websites may engage in spyware behaviours like web tracking. Hardware devices may also be affected. Spyware is frequently associated with advertising and involves many of the same issues. Because these behaviors are so common, and can have non-harmful uses, providing a precise definition of spyware is a difficult task.