Volume Orderbook - datatype (VB)

The number of shares traded ‘on exchange’, also referred to as Orderbook Volume.

VB is expressed in thousands.

See Datastream Volume Coverage & Definitions for a list of supported markets.

VB is adjusted for corporate actions, for unadjusted orderbook volume see UVB.

Depending on the exchange, alternative Volume variants are available. See below for the full set of Datastream Volume datatypes:

VOVolume
VBVolume - Orderbook
VFVolume – Off Exchange
VZVolume - Aggregated
VCVolume - Consolidated
VKVolume - Block
VQVolume – Most Traded
VSVolume – Basket