Volume Off Exchange – datatype (VF)

The number of shares traded ‘off exchange’, also known to as Off Book Volume.

Off book trade refers to the process of trading shares away from the exchange which are later reported to the exchange.

VF is expressed in thousands.

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

VF is adjusted for corporate actions, for unadjusted off floor volume see UVF.

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