QMAR
FT Vest Growth-100 Buffer ETF - MarchstockBATSETF
At CloseOct 23, 2026 3:59:45 PM EDT
38.00USD-0.053%(-0.02)12,058
On 2026-09-30 there were 0 FTDs. The average number of FTDs per day for September 2026 is 2,926.
QMAR Fails-to-Deliver (FTDs)
QMAR Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-29 | — | 0 | 2.5K | 2026-09-30 | 2026-11-03 | 38.39 | 0 |
| 2026-09-28 | — | 0 | 5.6K | 2026-09-29 | 2026-11-02 | 38.38 | 0 |
| 2026-09-25 | — | -21,549 | 16.0K | 2026-09-28 | 2026-10-30 | 38.47 | 0 |
| 2026-09-24 | 21,549 | +21,222 | 1.0K | 2026-09-25 | 2026-10-29 | 38.42 | 827,913 |
| 2026-09-23 | 327 | -10,158 | 12.7K | 2026-09-24 | 2026-10-28 | 38.42 | 12,563 |
| 2026-09-22 | 10,485 | -10,121 | 5.7K | 2026-09-23 | 2026-10-27 | 38.46 | 403,253 |
| 2026-09-21 | 20,606 | +20,606 | 4.7K | 2026-09-22 | 2026-10-26 | 38.39 | 791,064 |
| 2026-09-18 | — | 0 | 2.1K | 2026-09-21 | 2026-10-23 | 38.12 | 0 |
| 2026-09-17 | — | 0 | 5.2K | 2026-09-18 | 2026-10-22 | 38.04 | 0 |
| 2026-09-16 | — | -164 | 3.6K | 2026-09-17 | 2026-10-21 | 37.78 | 0 |
| 2026-09-15 | 164 | +164 | 891 | 2026-09-16 | 2026-10-20 | 37.78 | 6,196 |
| 2026-09-14 | — | 0 | 5.2K | 2026-09-15 | 2026-10-19 | 37.85 | 0 |
| 2026-09-11 | — | 0 | 2.1K | 2026-09-14 | 2026-10-16 | 37.93 | 0 |
| 2026-09-10 | — | 0 | 3.8K | 2026-09-11 | 2026-10-15 | 37.76 | 0 |
| 2026-09-09 | — | 0 | 2.7K | 2026-09-10 | 2026-10-14 | 37.91 | 0 |
| 2026-09-08 | — | 0 | 4.8K | 2026-09-09 | 2026-10-13 | 37.94 | 0 |
| 2026-09-04 | — | -64 | 4.7K | 2026-09-08 | 2026-10-09 | 37.98 | 0 |
| 2026-09-03 | 64 | -8,187 | 8.8K | 2026-09-04 | 2026-10-08 | 37.97 | 2,430 |
| 2026-09-02 | 8,251 | +8,251 | 3.4K | 2026-09-03 | 2026-10-07 | 37.79 | 311,805 |
| 2026-09-01 | — | 0 | 3.8K | 2026-09-02 | 2026-10-06 | 37.74 | 0 |
| 2026-08-31 | — | 0 | 3.6K | 2026-09-01 | 2026-10-05 | 37.88 | 0 |
| 2026-08-28 | — | 0 | 1.7K | 2026-08-31 | 2026-10-02 | 37.84 | 0 |
| 2026-08-27 | — | 0 | 24.3K | 2026-08-28 | 2026-10-01 | 37.88 | 0 |
| 2026-08-26 | — | 0 | 13.5K | 2026-08-27 | 2026-09-30 | 37.68 | 0 |
| 2026-08-25 | — | 0 | 22.3K | 2026-08-26 | 2026-09-29 | 37.65 | 0 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity. Analysis of the T+35 cycle.