"The Big Four" DNA testing companies (AncestryDNA, 23andMe, FamilyTreeDNA and MyHeritage) allow their members to download their raw DNA Data (after their DNA test results are in) for upload to other sites. For adoptees and others with cases of unknown parentage in their family trees, it is optimal to be in all four of the "The Big Four" DNA pools (aka their DNA member bases) because there is no way of knowing where your closest matches (aka genetic relatives) have tested or where they will test. Close matches are essential to solving your case. If you test with AncestryDNA (which is where I recommend that adoptees and others with unknown parentage test FIRST) you will be paired with your "DNA Matches" whom have tested with their company only. This is true for all the DNA testing companies. Ancestry has the largest member base with over 20 million members.
Each of the DNA testing companies provide their members with access to their own raw DNA Data, contained in downloadable Zip folder format. (Note: Do not open it or extract files).
FamilyTreeDNA and MyHeritage accept competitor uploads. This means that you can download your raw DNA Data from other DNA testing company's websites and upload it (FREE) to their sites, without taking another DNA test. GEDmatch.com (a third-party site and DNA data analyzer, not a testing company) also accepts uploads (FREE) and accepts donations. AncestryDNA and 23andMe do not accept competitor uploads and you may eventually want to test with both companies. I recommend testing with AncestryDNA first, then uploading your raw DNA Data to FamilyTreeDNA, MyHeritage and GEDmatch. This increases your presence in the DNA pools at the lowest cost and maximizes your chances of close matches (close family to 2nd cousins). If need be, you can also test later with 23andMe. If you can test with AncestryDNA and 23andMe simultaneously, do so. For more information, see my DNA Testing Strategy.