VIRT
Virtu Financial, Inc. Class A
stockNYSE
At CloseOct 2, 2026 3:59:57 PM EDT
58.76USD+5.645%(+3.14)2,387,915
After-hoursOct 2, 2026 4:43:30 PM EDT
58.74USD-0.034%(-0.02)
On 2026-09-14 there were 69 FTDs. The average number of FTDs per day for September 2026 is 955.
VIRT Fails-to-Deliver (FTDs)
Fails-to-Deliver
VIRT 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 |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 69 | +69 | 686.3K | 2026-09-14 | 2026-10-16 | 60.86 | 4,199 |
| 2026-09-10 | — | -4,803 | 716.2K | 2026-09-11 | 2026-10-15 | 61.57 | 0 |
| 2026-09-09 | 4,803 | +4,803 | 615.8K | 2026-09-10 | 2026-10-14 | 62.89 | 302,061 |
| 2026-09-08 | — | -97 | 691.8K | 2026-09-09 | 2026-10-13 | 63.02 | 0 |
| 2026-09-04 | 97 | -11 | 947.3K | 2026-09-08 | 2026-10-09 | 64.43 | 6,250 |
| 2026-09-03 | 108 | +108 | 1.6M | 2026-09-04 | 2026-10-08 | 64.19 | 6,933 |
| 2026-09-02 | — | 0 | 1.2M | 2026-09-03 | 2026-10-07 | 62.69 | 0 |
| 2026-09-01 | — | -3,522 | 758.4K | 2026-09-02 | 2026-10-06 | 65.32 | 0 |
| 2026-08-31 | 3,522 | +2,161 | 1.1M | 2026-09-01 | 2026-10-05 | 65.64 | 231,184 |
| 2026-08-28 | 1,361 | +1,351 | 963.0K | 2026-08-31 | 2026-10-02 | 66.39 | 90,357 |
| 2026-08-27 | 10 | -13,401 | 997.9K | 2026-08-28 | 2026-10-01 | 67.04 | 670 |
| 2026-08-26 | 13,411 | +13,218 | 969.2K | 2026-08-27 | 2026-09-30 | 65.74 | 881,639 |
| 2026-08-25 | 193 | +193 | 1.1M | 2026-08-26 | 2026-09-29 | 65.20 | 12,584 |
| 2026-08-24 | — | 0 | 1.4M | 2026-08-25 | 2026-09-28 | 66.29 | 0 |
| 2026-08-21 | — | -75 | 3.0M | 2026-08-24 | 2026-09-25 | 67.93 | 0 |
| 2026-08-20 | 75 | -53,749 | 5.2M | 2026-08-21 | 2026-09-24 | 61.19 | 4,589 |
| 2026-08-19 | 53,824 | +53,824 | 2.8M | 2026-08-20 | 2026-09-23 | 59.98 | 3,228,364 |
| 2026-08-18 | — | 0 | 2.4M | 2026-08-19 | 2026-09-22 | 61.05 | 0 |
| 2026-08-17 | — | 0 | 1.3M | 2026-08-18 | 2026-09-21 | 59.50 | 0 |
| 2026-08-14 | — | 0 | 1.5M | 2026-08-17 | 2026-09-18 | 60.02 | 0 |
| 2026-08-13 | — | 0 | 1.0M | 2026-08-14 | 2026-09-17 | 57.20 | 0 |
| 2026-08-12 | — | 0 | 818.3K | 2026-08-13 | 2026-09-16 | 57.09 | 0 |
| 2026-08-11 | — | 0 | 765.0K | 2026-08-12 | 2026-09-15 | 55.08 | 0 |
| 2026-08-10 | — | 0 | 1.1M | 2026-08-11 | 2026-09-14 | 55.67 | 0 |
| 2026-08-07 | — | 0 | 594.4K | 2026-08-10 | 2026-09-11 | 55.85 | 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.