At least that is how it was explained to me once some years ago at a massage place.

precisely what it sounds like: you get to massage her, too.  Most massage providers don't advertise that, but I've found that most are open to it, if I suggest it...and if I've been a gentleman, etc.  YMMV, but, for my money, I enjoy that as much or more as getting a massage.  I get to stroke her to my heart's content, and view her fantastic body--esp. her ass, as I'm an ass man.  There's one ATF I have--at an AMP--where I pay for an hour and ALL we do is I massage her...and give her an HE.  Lots of fun.

For some, it just means that after she is done massaging you, then you get to massage her. This may or may not include private areas. For others, exchange is code for upsell to full service. I would love to say that you can usually tell based upon the price, but DIY providers in this town  are banking $140 and not even offering HE.  

It is not a stupid question to ask. Exchange  just has many different interpretations, based upon the massage provider.

My ATF offers exchange as a Nuru type massage. She calls it her "no rule" massage and anything goes. Of course her rate is doubled.

These guys are right on the money...

As a massage gal and knowing other massage gals, exchange is where you get your massage for a specified amount of time and then you rub her for a specific amount of time.  Whether she lets you give HER a HE or you forfiet YOUR HE just to give her one or whatever the semantics are, is completely up to the lady.  

I'd just say read her reviews to find out or even email a fellow hobbyers who have reviewed her for some more info if it looks vague.  

It could be a dangerous game going into an exchange session and assuming anything.  I will say that if the rates on what you're thinking her exchange (for example, FS) look TGTBT, it probably is.

Good luck and I hope it works out.  The funniest part about your threat was that I see your handle all the time and I thought that we had done a massage session before but you've never been to a massage gal.  haha.  So now at least I know you're not the gent I thoguht you were

XO
CG