Using the native integration is quite an easy way to benefit from Facebook Pixel. Follow the instructions below to set your own in no time:
FB Sales Channel on Shopify
Go to Shopify "Admin" > "Online Store" > "Preferences" > "Set up Facebook"
Make sure you have the FB Sales Channel App installed - once installed, this "Set up Facebook" click should lead you there.

Authorize FB Business Manager
Authorize your FB Business Manager account and choose the Pixel.
An important reminder:
You can't continue here if you don't have a FB Business Manager account or if you don't have admin privileges.

Data Sharing Settings
Make sure you choose MAXIMUM so that all the possible data can be shared. After that click on "Confirm", and you are all set.
Your Facebook Pixel and Conversion API (CAPI) set up on the Shopify end is almost done. Now we need to make an important setting on Facebook's Events Manager as well.

Automated Advance Matching
Log in to FB Pixel, then go to "Settings" > "Automated Advanced Matching". Re-adjust the settings that are already in use. Make sure you set all of the fields (from E-mail to External ID) ON.
