QTWO
Q2 Holdings Inc
stockNYSE
At CloseOct 8, 2026 3:59:58 PM EDT
58.71USD+1.874%(+1.08)559,904
48.08Bid68.76Ask20.68SpreadPre-marketOct 8, 2026 9:02:30 AM EDT
57.81USD+0.312%(+0.18)
On 2026-09-14 there were 339 FTDs. The average number of FTDs per day for September 2026 is 516.
QTWO Fails-to-Deliver (FTDs)
Fails-to-Deliver
QTWO Fails-to-Deliver
Page 1 / 10
| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 339 | -3,964 | 365.9K | 2026-09-14 | 2026-10-16 | 60.89 | 20,642 |
| 2026-09-10 | 4,303 | +4,303 | 459.4K | 2026-09-11 | 2026-10-15 | 60.33 | 259,600 |
| 2026-09-09 | — | 0 | 837.1K | 2026-09-10 | 2026-10-14 | 59.79 | 0 |
| 2026-09-08 | — | 0 | 438.4K | 2026-09-09 | 2026-10-13 | 60.38 | 0 |
| 2026-09-04 | — | 0 | 513.8K | 2026-09-08 | 2026-10-09 | 62.13 | 0 |
| 2026-09-03 | — | 0 | 463.1K | 2026-09-04 | 2026-10-08 | 64.08 | 0 |
| 2026-09-02 | — | 0 | 408.1K | 2026-09-03 | 2026-10-07 | 64.01 | 0 |
| 2026-09-01 | — | 0 | 415.0K | 2026-09-02 | 2026-10-06 | 63.91 | 0 |
| 2026-08-31 | — | 0 | 736.0K | 2026-09-01 | 2026-10-05 | 65.04 | 0 |
| 2026-08-28 | — | -98 | 443.4K | 2026-08-31 | 2026-10-02 | 65.13 | 0 |
| 2026-08-27 | 98 | +98 | 578.5K | 2026-08-28 | 2026-10-01 | 65.68 | 6,437 |
| 2026-08-26 | — | 0 | 523.2K | 2026-08-27 | 2026-09-30 | 64.99 | 0 |
| 2026-08-25 | — | 0 | 615.3K | 2026-08-26 | 2026-09-29 | 63.89 | 0 |
| 2026-08-24 | — | 0 | 1.0M | 2026-08-25 | 2026-09-28 | 64.18 | 0 |
| 2026-08-21 | — | 0 | 685.8K | 2026-08-24 | 2026-09-25 | 63.91 | 0 |
| 2026-08-20 | — | 0 | 392.7K | 2026-08-21 | 2026-09-24 | 63.82 | 0 |
| 2026-08-19 | — | 0 | 560.5K | 2026-08-20 | 2026-09-23 | 64.08 | 0 |
| 2026-08-18 | — | -8 | 733.1K | 2026-08-19 | 2026-09-22 | 62.84 | 0 |
| 2026-08-17 | 8 | +8 | 852.5K | 2026-08-18 | 2026-09-21 | 64.41 | 515 |
| 2026-08-14 | — | 0 | 604.3K | 2026-08-17 | 2026-09-18 | 64.73 | 0 |
| 2026-08-13 | — | 0 | 840.7K | 2026-08-14 | 2026-09-17 | 66.22 | 0 |
| 2026-08-12 | — | 0 | 885.3K | 2026-08-13 | 2026-09-16 | 62.55 | 0 |
| 2026-08-11 | — | 0 | 447.4K | 2026-08-12 | 2026-09-15 | 63.36 | 0 |
| 2026-08-10 | — | 0 | 693.5K | 2026-08-11 | 2026-09-14 | 63.48 | 0 |
| 2026-08-07 | — | 0 | 660.8K | 2026-08-10 | 2026-09-11 | 62.81 | 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.