XDM.js

//parent page
function setCookieXD() {
	var message = {};
	message.fname = "Vivek";
	message.lname = "Gupta";
	var receiver = document.getElementById('diff-domain').contentWindow;
	receiver.postMessage( message, 'http://iframe-domain.com');
}

// iframe page
function receiveMessage(e)
{
	if (e.origin != "http://parent-domain.com" ) {
		return;
	}

	console.log(e.data.fname);
	console.log(e.data.lname);

	document.cookie="fname="+ e.data.fname +"; path=/";
	document.cookie="lname="+ e.data.lname +"; path=/";

	document.write('cookie set');

}

window.addEventListener('message', receiveMessage);