Real-time bidding (RTB) that features perimpression-level real-time ad auctions has become a popular practice in today's digital advertising industry. In RTB, click-through rate (CTR) prediction is a fundamental problem to ensure the success of an ad campaign and boost revenue. In this paper, we present a dynamic CTR prediction model designed for the Samsung demand-side platform (DSP). From our production data, we identify two key technical challenges that have not been fully addressed by the existing solutions: the dynamic nature of RTB and user information scarcity. To address both challenges, we develop a Dynamic Neural Network model. Our model effectively captures the dynamic evolutions of both users and ads and integrates auxiliary data sources (e.g., installed apps) to better model users' preferences. We put forward a novel interaction layer that fuses both explicit user responses (e.g., clicks on ads) and auxiliary data sources to generate consolidated user preference representations. We evaluate our model using a large amount of data collected from the Samsung advertising platform and compare our method against several state-of-the-art methods that are likely suitable for real-world deployment. The evaluation results demonstrate the effectiveness of our method and the potential for production. In addition, we discuss how to address a few practical engineering challenges caused by big data toward making our model in readiness for deployment.