Third party system reporting actions performed through the third party system by an online system user in response to messages received by the online system user

An online system allows users to exchange messages with other users, including entities such as businesses. A user, such as a business, may use a third party system to manage messages with users of the online system. The online system provides the third party information with instructions comprising tracking mechanisms that identify specific actions between users from messages exchanged between users. For example, if a user purchases a product from another user via a message thread, a tracking mechanism identifies the purchase and transmits information reporting the purchase and identifying users to the online system. Hence, the tracking mechanism transmits a description of an action and information identifying the users to the online system, and may also transmit additional information, such as a value of the action to a user. The online system may use the descriptions of actions for content targeting or measurement and reporting of actions.