Yes. Based on the research and the interviews I've done with strategists from federal parties and Quebec-based parties, the purchasing of data from third parties or information brokers is very rare. The only instance that was documented, by a few colleagues of mine, was of the Conservatives buying some data from third parties on consumer habits. We don't know if this data was collected illegally, but I would presume not.
From the testimonies I got in my research, this is a very exceptional practice. It's not common.