I have missed a lot of time by searching answer to my question. For today I have two WP installations on the one server and one DB but with different prefix. I already shared users data and meta between two blogs and it working fine! But I still can’t setup autologin or single sign on under two blogs. The code below does not work in WP3.8.

define('COOKIE_DOMAIN', '.domain.com'); //replace with the 1st website URL
define('COOKIEPATH', '/');