Volume Aggregated - datatype (VZ)
The aggregated volume of orderbook and off book trades.
For German exchanges the volumes are double counted, and may include off book and late trades.
VZ is expressed in thousands.
See Datastream Volume Coverage & Definitions for a list of supported markets.
VZ is adjusted for corporate actions, for unadjusted aggregated volume see UVZ.
Depending on the exchange, alternative Volume variants are available. See below for the full set of Datastream Volume datatypes:
VO Volume VB Volume - Orderbook VF Volume – Off Exchange VZ Volume - Aggregated VC Volume - Consolidated VK Volume - Block VQ Volume – Most Traded VS Volume – Basket