Cold dark matter is a crucial constituent of the current concordance cosmological model. Having a vanishing equation of state (EOS), its energy density scales with the inverse cosmic volume and is thus uniquely described by a single number, its present abundance. We tested this simple scaling law of dark matter by allowing its EOS to vary independently in eight redshift bins, using the latest measurements of the cosmic microwave background radiation from the Planck satellite supplemented by additional datasets. We found no evidence for nonzero EOS in any of the eight redshift bins. Our results constrained for the first time the level of “coldness” required of the DM across various cosmological epochs and shown that the DM abundance is always larger than zero.