<?xml version="1.0" encoding="UTF-8"?>

<!--XBRL Document Created with Wdesk from Workiva-->
<!--Copyright 2021 Workiva-->
<!--r:3954c71b-b800-44f6-ba0d-39113e0a67bb,g:7e4e7d7a-b19f-490a-b1ae-445b15257528-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:virt="http://www.virtu.com/20210331" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:nonnum="http://www.xbrl.org/dtr/type/non-numeric" xmlns:num="http://www.xbrl.org/dtr/type/numeric" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.virtu.com/20210331">
  <xs:import namespace="http://fasb.org/srt/2020-01-31" schemaLocation="http://xbrl.fasb.org/srt/2020/elts/srt-2020-01-31.xsd"/>
  <xs:import namespace="http://fasb.org/us-gaap/2020-01-31" schemaLocation="http://xbrl.fasb.org/us-gaap/2020/elts/us-gaap-2020-01-31.xsd"/>
  <xs:import namespace="http://www.w3.org/1999/xlink" schemaLocation="http://www.xbrl.org/2003/xlink-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/2003/instance" schemaLocation="http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd"/>
  <xs:import namespace="http://www.xbrl.org/dtr/type/non-numeric" schemaLocation="http://www.xbrl.org/dtr/type/nonNumeric-2009-12-16.xsd"/>
  <xs:import namespace="http://www.xbrl.org/dtr/type/numeric" schemaLocation="http://www.xbrl.org/dtr/type/numeric-2009-12-16.xsd"/>
  <xs:import namespace="http://xbrl.org/2005/xbrldt" schemaLocation="http://www.xbrl.org/2005/xbrldt-2005.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/country/2020-01-31" schemaLocation="https://xbrl.sec.gov/country/2020/country-2020-01-31.xsd"/>
  <xs:import namespace="http://xbrl.sec.gov/dei/2020-01-31" schemaLocation="https://xbrl.sec.gov/dei/2020/dei-2020-01-31.xsd"/>
  <xs:annotation>
    <xs:appinfo>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20210331_lab.xml" xlink:role="http://www.xbrl.org/2003/role/labelLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20210331_cal.xml" xlink:role="http://www.xbrl.org/2003/role/calculationLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20210331_def.xml" xlink:role="http://www.xbrl.org/2003/role/definitionLinkbaseRef" xlink:type="simple"/>
      <link:linkbaseRef xmlns:xlink="http://www.w3.org/1999/xlink" xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20210331_pre.xml" xlink:role="http://www.xbrl.org/2003/role/presentationLinkbaseRef" xlink:type="simple"/>
      <link:roleType id="CoverPage" roleURI="http://www.virtu.com/role/CoverPage">
        <link:definition>0001001 - Document - Cover Page</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofFinancialCondition" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofFinancialCondition">
        <link:definition>1001002 - Statement - Condensed Consolidated Statements of Financial Condition</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofFinancialConditionParenthetical" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofFinancialConditionParenthetical">
        <link:definition>1002003 - Statement - Condensed Consolidated Statements of Financial Condition (Parenthetical)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofComprehensiveIncomeLoss" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofComprehensiveIncomeLoss">
        <link:definition>1003004 - Statement - Condensed Consolidated Statements of Comprehensive Income (Loss)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofChangesinEquity" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofChangesinEquity">
        <link:definition>1004005 - Statement - Condensed Consolidated Statements of Changes in Equity</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofChangesinEquityParenthetical" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofChangesinEquityParenthetical">
        <link:definition>1005006 - Statement - Condensed Consolidated Statements of Changes in Equity (Parenthetical)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CondensedConsolidatedStatementsofCashFlows" roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsofCashFlows">
        <link:definition>1006007 - Statement - Condensed Consolidated Statements of Cash Flows</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="OrganizationandBasisofPresentation" roleURI="http://www.virtu.com/role/OrganizationandBasisofPresentation">
        <link:definition>2101101 - Disclosure - Organization and Basis of Presentation</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="OrganizationandBasisofPresentationDetails" roleURI="http://www.virtu.com/role/OrganizationandBasisofPresentationDetails">
        <link:definition>2402401 - Disclosure - Organization and Basis of Presentation (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SummaryofSignificantAccountingPolicies" roleURI="http://www.virtu.com/role/SummaryofSignificantAccountingPolicies">
        <link:definition>2103102 - Disclosure - Summary of Significant Accounting Policies</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SummaryofSignificantAccountingPoliciesPolicies" roleURI="http://www.virtu.com/role/SummaryofSignificantAccountingPoliciesPolicies">
        <link:definition>2204201 - Disclosure - Summary of Significant Accounting Policies (Policies)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="EarningsperShare" roleURI="http://www.virtu.com/role/EarningsperShare">
        <link:definition>2105103 - Disclosure - Earnings per Share</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="EarningsperShareTables" roleURI="http://www.virtu.com/role/EarningsperShareTables">
        <link:definition>2306301 - Disclosure - Earnings per Share (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="EarningsperShareReconciliationDetails" roleURI="http://www.virtu.com/role/EarningsperShareReconciliationDetails">
        <link:definition>2407402 - Disclosure - Earnings per Share - Reconciliation (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="EarningsperShareBasicDetails" roleURI="http://www.virtu.com/role/EarningsperShareBasicDetails">
        <link:definition>2408403 - Disclosure - Earnings per Share - Basic (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="EarningsperShareDilutedDetails" roleURI="http://www.virtu.com/role/EarningsperShareDilutedDetails">
        <link:definition>2409404 - Disclosure - Earnings per Share - Diluted (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="TaxReceivableAgreements" roleURI="http://www.virtu.com/role/TaxReceivableAgreements">
        <link:definition>2110104 - Disclosure - Tax Receivable Agreements</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="TaxReceivableAgreementsDetails" roleURI="http://www.virtu.com/role/TaxReceivableAgreementsDetails">
        <link:definition>2411405 - Disclosure - Tax Receivable Agreements (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssets" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssets">
        <link:definition>2112105 - Disclosure - Goodwill and Intangible Assets</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsTables" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsTables">
        <link:definition>2313302 - Disclosure - Goodwill and Intangible Assets (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsNarrativeDetails" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsNarrativeDetails">
        <link:definition>2414406 - Disclosure - Goodwill and Intangible Assets - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsGoodwillDetails" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsGoodwillDetails">
        <link:definition>2415407 - Disclosure - Goodwill and Intangible Assets - Goodwill (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsIntangibleAssetsDetails" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsIntangibleAssetsDetails">
        <link:definition>2416408 - Disclosure - Goodwill and Intangible Assets - Intangible Assets (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsIntangibleAssetsDetails_1" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsIntangibleAssetsDetails_1">
        <link:definition>2416408 - Disclosure - Goodwill and Intangible Assets - Intangible Assets (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GoodwillandIntangibleAssetsExpectsAmortizationExpenseDetails" roleURI="http://www.virtu.com/role/GoodwillandIntangibleAssetsExpectsAmortizationExpenseDetails">
        <link:definition>2417409 - Disclosure - Goodwill and Intangible Assets - Expects Amortization Expense (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="ReceivablesfromPayablestoBrokerDealersandClearingOrganizations" roleURI="http://www.virtu.com/role/ReceivablesfromPayablestoBrokerDealersandClearingOrganizations">
        <link:definition>2118106 - Disclosure - Receivables from/Payables to Broker-Dealers and Clearing Organizations</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="ReceivablesfromPayablestoBrokerDealersandClearingOrganizationsTables" roleURI="http://www.virtu.com/role/ReceivablesfromPayablestoBrokerDealersandClearingOrganizationsTables">
        <link:definition>2319303 - Disclosure - Receivables from/Payables to Broker-Dealers and Clearing Organizations (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="ReceivablesfromPayablestoBrokerDealersandClearingOrganizationsDetails" roleURI="http://www.virtu.com/role/ReceivablesfromPayablestoBrokerDealersandClearingOrganizationsDetails">
        <link:definition>2420410 - Disclosure - Receivables from/Payables to Broker-Dealers and Clearing Organizations (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CollateralizedTransactions" roleURI="http://www.virtu.com/role/CollateralizedTransactions">
        <link:definition>2121107 - Disclosure - Collateralized Transactions</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CollateralizedTransactionsTables" roleURI="http://www.virtu.com/role/CollateralizedTransactionsTables">
        <link:definition>2322304 - Disclosure - Collateralized Transactions (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CollateralizedTransactionsDetails" roleURI="http://www.virtu.com/role/CollateralizedTransactionsDetails">
        <link:definition>2423411 - Disclosure - Collateralized Transactions (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="Borrowings" roleURI="http://www.virtu.com/role/Borrowings">
        <link:definition>2124108 - Disclosure - Borrowings</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsTables" roleURI="http://www.virtu.com/role/BorrowingsTables">
        <link:definition>2325305 - Disclosure - Borrowings (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsShorttermBorrowingsDetails" roleURI="http://www.virtu.com/role/BorrowingsShorttermBorrowingsDetails">
        <link:definition>2426412 - Disclosure - Borrowings - Short-term Borrowings (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails" roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails">
        <link:definition>2427413 - Disclosure - Borrowings - Broker-Dealer Credit Facilities, Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails" roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails">
        <link:definition>2428414 - Disclosure - Borrowings - Broker-Dealer Credit Facilities Carrying Values, Net (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsInterestExpenseonBrokerDealerFacilitiesDetails" roleURI="http://www.virtu.com/role/BorrowingsInterestExpenseonBrokerDealerFacilitiesDetails">
        <link:definition>2429415 - Disclosure - Borrowings - Interest Expense on Broker-Dealer Facilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsShortTermBankLoansDetails" roleURI="http://www.virtu.com/role/BorrowingsShortTermBankLoansDetails">
        <link:definition>2430416 - Disclosure - Borrowings - Short-Term Bank Loans (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsShortTermCreditFacilitiesDetails" roleURI="http://www.virtu.com/role/BorrowingsShortTermCreditFacilitiesDetails">
        <link:definition>2431417 - Disclosure - Borrowings - Short-Term Credit Facilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsLongTermBorrowingsDetails" roleURI="http://www.virtu.com/role/BorrowingsLongTermBorrowingsDetails">
        <link:definition>2432418 - Disclosure - Borrowings - Long-Term Borrowings (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsCreditAgreementDetails" roleURI="http://www.virtu.com/role/BorrowingsCreditAgreementDetails">
        <link:definition>2433419 - Disclosure - Borrowings - Credit Agreement (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsSeniorSecuredSecondLienNotesDetails" roleURI="http://www.virtu.com/role/BorrowingsSeniorSecuredSecondLienNotesDetails">
        <link:definition>2434420 - Disclosure - Borrowings - Senior Secured Second Lien Notes (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsSBIBondsDetails" roleURI="http://www.virtu.com/role/BorrowingsSBIBondsDetails">
        <link:definition>2435421 - Disclosure - Borrowings - SBI Bonds (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="BorrowingsFutureMinimumPrincipalPaymentsDetails" roleURI="http://www.virtu.com/role/BorrowingsFutureMinimumPrincipalPaymentsDetails">
        <link:definition>2436422 - Disclosure - Borrowings - Future Minimum Principal Payments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilities" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilities">
        <link:definition>2137109 - Disclosure - Financial Assets and Liabilities</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesTables" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesTables">
        <link:definition>2338306 - Disclosure - Financial Assets and Liabilities (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesMeasuredonaRecurringBasisDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesMeasuredonaRecurringBasisDetails">
        <link:definition>2439423 - Disclosure - Financial Assets and Liabilities - Measured on a Recurring Basis (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesFairValueInputsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesFairValueInputsDetails">
        <link:definition>2440424 - Disclosure - Financial Assets and Liabilities - Fair Value Inputs (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesLevel3financialinstrumentsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesLevel3financialinstrumentsDetails">
        <link:definition>2441425 - Disclosure - Financial Assets and Liabilities - Level 3 financial instruments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesNotMeasuredatFairValueonRecurringBasisDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesNotMeasuredatFairValueonRecurringBasisDetails">
        <link:definition>2442426 - Disclosure - Financial Assets and Liabilities - Not Measured at Fair Value on Recurring Basis (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesNettingofCertainFinancialAssetsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesNettingofCertainFinancialAssetsDetails">
        <link:definition>2443427 - Disclosure - Financial Assets and Liabilities - Netting of Certain Financial Assets (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesNettingofCertainFinancialAssetsDetails_1" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesNettingofCertainFinancialAssetsDetails_1">
        <link:definition>2443427 - Disclosure - Financial Assets and Liabilities - Netting of Certain Financial Assets (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesNettingofCertainFinancialLiabilitiesDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesNettingofCertainFinancialLiabilitiesDetails">
        <link:definition>2444428 - Disclosure - Financial Assets and Liabilities - Netting of Certain Financial Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesNettingofCertainFinancialLiabilitiesDetails_1" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesNettingofCertainFinancialLiabilitiesDetails_1">
        <link:definition>2444428 - Disclosure - Financial Assets and Liabilities - Netting of Certain Financial Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="FinancialAssetsandLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsandLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails">
        <link:definition>2445429 - Disclosure - Financial Assets and Liabilities - Gross Obligations For Securities Lending Transactions (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DerivativeInstruments" roleURI="http://www.virtu.com/role/DerivativeInstruments">
        <link:definition>2146110 - Disclosure - Derivative Instruments</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DerivativeInstrumentsTables" roleURI="http://www.virtu.com/role/DerivativeInstrumentsTables">
        <link:definition>2347307 - Disclosure - Derivative Instruments (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DerivativeInstrumentsFairValueofDerivativeInstrumentsDetails" roleURI="http://www.virtu.com/role/DerivativeInstrumentsFairValueofDerivativeInstrumentsDetails">
        <link:definition>2448430 - Disclosure - Derivative Instruments - Fair Value of Derivative Instruments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="DerivativeInstrumentsGainLossFromDerivativeInstrumentsDetails" roleURI="http://www.virtu.com/role/DerivativeInstrumentsGainLossFromDerivativeInstrumentsDetails">
        <link:definition>2449431 - Disclosure - Derivative Instruments - Gain (Loss) From Derivative Instruments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VariableInterestEntities" roleURI="http://www.virtu.com/role/VariableInterestEntities">
        <link:definition>2150111 - Disclosure - Variable Interest Entities</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VariableInterestEntitiesTables" roleURI="http://www.virtu.com/role/VariableInterestEntitiesTables">
        <link:definition>2351308 - Disclosure - Variable Interest Entities (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VariableInterestEntitiesAdditionalInformationDetails" roleURI="http://www.virtu.com/role/VariableInterestEntitiesAdditionalInformationDetails">
        <link:definition>2452432 - Disclosure - Variable Interest Entities- Additional Information (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="VariableInterestEntitiesnonconsolidatedVIEsDetails" roleURI="http://www.virtu.com/role/VariableInterestEntitiesnonconsolidatedVIEsDetails">
        <link:definition>2453433 - Disclosure - Variable Interest Entities-nonconsolidated VIEs (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RevenuesfromContractswithCustomers" roleURI="http://www.virtu.com/role/RevenuesfromContractswithCustomers">
        <link:definition>2154112 - Disclosure - Revenues from Contracts with Customers</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RevenuesfromContractswithCustomersTables" roleURI="http://www.virtu.com/role/RevenuesfromContractswithCustomersTables">
        <link:definition>2355309 - Disclosure - Revenues from Contracts with Customers (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RevenuesfromContractswithCustomersDetails" roleURI="http://www.virtu.com/role/RevenuesfromContractswithCustomersDetails">
        <link:definition>2456434 - Disclosure - Revenues from Contracts with Customers (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="IncomeTaxes" roleURI="http://www.virtu.com/role/IncomeTaxes">
        <link:definition>2157113 - Disclosure - Income Taxes</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="IncomeTaxesAdditionalInformationDetails" roleURI="http://www.virtu.com/role/IncomeTaxesAdditionalInformationDetails">
        <link:definition>2458435 - Disclosure - Income Taxes - Additional Information (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CommitmentsContingenciesandGuarantees" roleURI="http://www.virtu.com/role/CommitmentsContingenciesandGuarantees">
        <link:definition>2159114 - Disclosure - Commitments, Contingencies and Guarantees</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CommitmentsContingenciesandGuaranteesDetails" roleURI="http://www.virtu.com/role/CommitmentsContingenciesandGuaranteesDetails">
        <link:definition>2460436 - Disclosure - Commitments, Contingencies and Guarantees (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="Leases" roleURI="http://www.virtu.com/role/Leases">
        <link:definition>2161115 - Disclosure - Leases</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesTables" roleURI="http://www.virtu.com/role/LeasesTables">
        <link:definition>2362310 - Disclosure - Leases (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesLeaseAssetsandLiabilitiesDetails" roleURI="http://www.virtu.com/role/LeasesLeaseAssetsandLiabilitiesDetails">
        <link:definition>2463437 - Disclosure - Leases - Lease Assets and Liabilities (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesLeaseTermandDiscountRateDetails" roleURI="http://www.virtu.com/role/LeasesLeaseTermandDiscountRateDetails">
        <link:definition>2464438 - Disclosure - Leases - Lease Term and Discount Rate (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesComponentsofLeaseExpenseDetails" roleURI="http://www.virtu.com/role/LeasesComponentsofLeaseExpenseDetails">
        <link:definition>2465439 - Disclosure - Leases - Components of Lease Expense (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesFutureMinimumLeasePaymentsDetails" roleURI="http://www.virtu.com/role/LeasesFutureMinimumLeasePaymentsDetails">
        <link:definition>2466440 - Disclosure - Leases - Future Minimum Lease Payments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="LeasesFutureMinimumLeasePaymentsDetails_1" roleURI="http://www.virtu.com/role/LeasesFutureMinimumLeasePaymentsDetails_1">
        <link:definition>2466440 - Disclosure - Leases - Future Minimum Lease Payments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="Cash" roleURI="http://www.virtu.com/role/Cash">
        <link:definition>2167116 - Disclosure - Cash</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CashTables" roleURI="http://www.virtu.com/role/CashTables">
        <link:definition>2368311 - Disclosure - Cash (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CashDetails" roleURI="http://www.virtu.com/role/CashDetails">
        <link:definition>2469441 - Disclosure - Cash (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructure" roleURI="http://www.virtu.com/role/CapitalStructure">
        <link:definition>2170117 - Disclosure - Capital Structure</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureTables" roleURI="http://www.virtu.com/role/CapitalStructureTables">
        <link:definition>2371312 - Disclosure - Capital Structure (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureAdditionalInformationDetails" roleURI="http://www.virtu.com/role/CapitalStructureAdditionalInformationDetails">
        <link:definition>2472442 - Disclosure - Capital Structure - Additional Information (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureAmendedandRestated2015ManagementIncentivePlanDetails" roleURI="http://www.virtu.com/role/CapitalStructureAmendedandRestated2015ManagementIncentivePlanDetails">
        <link:definition>2473443 - Disclosure - Capital Structure - Amended and Restated 2015 Management Incentive Plan (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureAmendedandRestatedInvestmentTechnologyGroupInc2007OmnibusEquityCompensationPlanDetails" roleURI="http://www.virtu.com/role/CapitalStructureAmendedandRestatedInvestmentTechnologyGroupInc2007OmnibusEquityCompensationPlanDetails">
        <link:definition>2474444 - Disclosure - Capital Structure - Amended and Restated Investment Technology Group, Inc. 2007 Omnibus Equity Compensation Plan (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureShareRepurchaseProgramDetails" roleURI="http://www.virtu.com/role/CapitalStructureShareRepurchaseProgramDetails">
        <link:definition>2475445 - Disclosure - Capital Structure - Share Repurchase Program (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureEmployeeExchangesDetails" roleURI="http://www.virtu.com/role/CapitalStructureEmployeeExchangesDetails">
        <link:definition>2476446 - Disclosure - Capital Structure - Employee Exchanges (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureWarrantsDetails" roleURI="http://www.virtu.com/role/CapitalStructureWarrantsDetails">
        <link:definition>2477447 - Disclosure - Capital Structure - Warrants (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="CapitalStructureScheduleofAccumulatedOtherComprehensiveIncomeDetails" roleURI="http://www.virtu.com/role/CapitalStructureScheduleofAccumulatedOtherComprehensiveIncomeDetails">
        <link:definition>2478448 - Disclosure - Capital Structure - Schedule of Accumulated Other Comprehensive Income (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SharebasedCompensation" roleURI="http://www.virtu.com/role/SharebasedCompensation">
        <link:definition>2179118 - Disclosure - Share-based Compensation</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SharebasedCompensationTables" roleURI="http://www.virtu.com/role/SharebasedCompensationTables">
        <link:definition>2380313 - Disclosure - Share-based Compensation (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SharebasedCompensationNarrativeDetails" roleURI="http://www.virtu.com/role/SharebasedCompensationNarrativeDetails">
        <link:definition>2481449 - Disclosure - Share-based Compensation - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SharebasedCompensationSummaryofActivityinOptionsDetails" roleURI="http://www.virtu.com/role/SharebasedCompensationSummaryofActivityinOptionsDetails">
        <link:definition>2482450 - Disclosure - Share-based Compensation - Summary of Activity in Options (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SharebasedCompensationSummaryofActivityinRSUsandRSAsDetails" roleURI="http://www.virtu.com/role/SharebasedCompensationSummaryofActivityinRSUsandRSAsDetails">
        <link:definition>2483451 - Disclosure - Share-based Compensation - Summary of Activity in RSUs and RSAs (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RegulatoryRequirement" roleURI="http://www.virtu.com/role/RegulatoryRequirement">
        <link:definition>2184119 - Disclosure - Regulatory Requirement</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RegulatoryRequirementTables" roleURI="http://www.virtu.com/role/RegulatoryRequirementTables">
        <link:definition>2385314 - Disclosure - Regulatory Requirement (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RegulatoryRequirementNarrativeDetails" roleURI="http://www.virtu.com/role/RegulatoryRequirementNarrativeDetails">
        <link:definition>2486452 - Disclosure - Regulatory Requirement - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RegulatoryRequirementRegulatoryCapitalandCapitalRequirementsDetails" roleURI="http://www.virtu.com/role/RegulatoryRequirementRegulatoryCapitalandCapitalRequirementsDetails">
        <link:definition>2487453 - Disclosure - Regulatory Requirement - Regulatory Capital and Capital Requirements (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GeographicInformationandBusinessSegments" roleURI="http://www.virtu.com/role/GeographicInformationandBusinessSegments">
        <link:definition>2188120 - Disclosure - Geographic Information and Business Segments</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GeographicInformationandBusinessSegmentsTables" roleURI="http://www.virtu.com/role/GeographicInformationandBusinessSegmentsTables">
        <link:definition>2389315 - Disclosure - Geographic Information and Business Segments (Tables)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GeographicInformationandBusinessSegmentsRevenuesbyGeographicAreaDetails" roleURI="http://www.virtu.com/role/GeographicInformationandBusinessSegmentsRevenuesbyGeographicAreaDetails">
        <link:definition>2490454 - Disclosure - Geographic Information and Business Segments - Revenues by Geographic Area (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GeographicInformationandBusinessSegmentsNarrativeDetails" roleURI="http://www.virtu.com/role/GeographicInformationandBusinessSegmentsNarrativeDetails">
        <link:definition>2491455 - Disclosure - Geographic Information and Business Segments - Narrative (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="GeographicInformationandBusinessSegmentsSegmentsDetails" roleURI="http://www.virtu.com/role/GeographicInformationandBusinessSegmentsSegmentsDetails">
        <link:definition>2492456 - Disclosure - Geographic Information and Business Segments - Segments (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RelatedPartyTransactions" roleURI="http://www.virtu.com/role/RelatedPartyTransactions">
        <link:definition>2193121 - Disclosure - Related Party Transactions</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="RelatedPartyTransactionsDetails" roleURI="http://www.virtu.com/role/RelatedPartyTransactionsDetails">
        <link:definition>2494457 - Disclosure - Related Party Transactions (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SubsequentEvents" roleURI="http://www.virtu.com/role/SubsequentEvents">
        <link:definition>2195122 - Disclosure - Subsequent Events</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
      <link:roleType id="SubsequentEventsDetails" roleURI="http://www.virtu.com/role/SubsequentEventsDetails">
        <link:definition>2496458 - Disclosure - Subsequent Events (Details)</link:definition>
        <link:usedOn>link:presentationLink</link:usedOn>
        <link:usedOn>link:calculationLink</link:usedOn>
        <link:usedOn>link:definitionLink</link:usedOn>
      </link:roleType>
    </xs:appinfo>
  </xs:annotation>
  <xs:element id="virt_ScheduleOfReconciliationOfNetIncomeBeforeNoncontrollingInterestToNetIncomeAvailableForCommonStockholdersTableTextBlock" abstract="false" name="ScheduleOfReconciliationOfNetIncomeBeforeNoncontrollingInterestToNetIncomeAvailableForCommonStockholdersTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_AnalyticsMember" abstract="true" name="AnalyticsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract" abstract="true" name="DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_DebtInstrumentStatedInterestRateIncreasePercentage" abstract="false" name="DebtInstrumentStatedInterestRateIncreasePercentage" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_LIBOREurodollarMember" abstract="true" name="LIBOREurodollarMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DerivativeAssetNotOffsetFinancialInstruments" abstract="false" name="DerivativeAssetNotOffsetFinancialInstruments" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract" abstract="true" name="OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract" abstract="true" name="CashFlowNoncashInvestingActivitiesDisclosureAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_VariableRateScenarioDomain" abstract="true" name="VariableRateScenarioDomain" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" abstract="false" name="DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_SecuritiesSoldUnderAgreementsToRepurchaseFairValueDisclosure" abstract="false" name="SecuritiesSoldUnderAgreementsToRepurchaseFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_DemandLoansMember" abstract="true" name="DemandLoansMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ClassCCommonStockAndClassDCommonStockMember" abstract="true" name="ClassCCommonStockAndClassDCommonStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_StockIssuedDuringPeriodSharesEmployeeExchanges" abstract="false" name="StockIssuedDuringPeriodSharesEmployeeExchanges" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_OvernightBankFundingRateMember" abstract="true" name="OvernightBankFundingRateMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_Maturity61To90DaysMember" abstract="true" name="Maturity61To90DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_RestrictedStockUnitsAndRestrictedStockAwardsMember" abstract="true" name="RestrictedStockUnitsAndRestrictedStockAwardsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SBIJapannextMember" abstract="true" name="SBIJapannextMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_PayablesToBrokerDealersAndClearingOrganizationsMember" abstract="true" name="PayablesToBrokerDealersAndClearingOrganizationsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_JointVentureOfferingDerivativesTradingTechnologyAndExecutionServicesMember" abstract="true" name="JointVentureOfferingDerivativesTradingTechnologyAndExecutionServicesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_RestrictedStockUnitsAndRestrictedStockAwardsPerformanceBasedMember" abstract="true" name="RestrictedStockUnitsAndRestrictedStockAwardsPerformanceBasedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_FinanceLeaseLiabilityToBePaidDueAfterYearFour" abstract="false" name="FinanceLeaseLiabilityToBePaidDueAfterYearFour" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ExchangeTradedFundsBuyerRelationshipsMember" abstract="true" name="ExchangeTradedFundsBuyerRelationshipsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_WeightedAverageDiscountRateAbstract" abstract="true" name="WeightedAverageDiscountRateAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_VirtuFinancialCapitalMarketsLlcMember" abstract="true" name="VirtuFinancialCapitalMarketsLlcMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VariableRateScenario2Member" abstract="true" name="VariableRateScenario2Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_CommissionsNetMember" abstract="true" name="CommissionsNetMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VirtuITGEuropeLimitedMember" abstract="true" name="VirtuITGEuropeLimitedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsExercisableExercisedInPeriod" abstract="false" name="SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsExercisableExercisedInPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_OffsettingTradingLiabilitiesAtFairValueAbstract" abstract="true" name="OffsettingTradingLiabilitiesAtFairValueAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_EntityNumberOfVenues" abstract="false" name="EntityNumberOfVenues" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities" abstract="false" name="IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_CompanyProductOfferingsAllowingClientsToTradeNumberOfCountries" abstract="false" name="CompanyProductOfferingsAllowingClientsToTradeNumberOfCountries" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_OtherSourcesMember" abstract="true" name="OtherSourcesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DividendDistribution" abstract="false" name="DividendDistribution" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_InvestmentTechnologyGroupInc.Member" abstract="true" name="InvestmentTechnologyGroupInc.Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ExchangeMembershipsMember" abstract="true" name="ExchangeMembershipsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SeniorSecuredCreditFacilityMember" abstract="true" name="SeniorSecuredCreditFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SecuritiesLendingTransactionRemainingContractualMaturity" abstract="false" name="SecuritiesLendingTransactionRemainingContractualMaturity" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_OffsettingTradingAssetsAtFairValueAbstract" abstract="true" name="OffsettingTradingAssetsAtFairValueAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_PaymentForPurchaseOfTreasuryStock" abstract="false" name="PaymentForPurchaseOfTreasuryStock" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_OvernightAndContinuousMember" abstract="true" name="OvernightAndContinuousMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ClassACommonStockWarrantsFounderMemberFacilityMember" abstract="true" name="ClassACommonStockWarrantsFounderMemberFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_IncreaseDecreaseInAccruedEmployeeCompensationExpense" abstract="false" name="IncreaseDecreaseInAccruedEmployeeCompensationExpense" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ProSharesTrustIISecuritiesLitigationNo.19CV886DLCMember" abstract="true" name="ProSharesTrustIISecuritiesLitigationNo.19CV886DLCMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SecuritiesBorrowedNotOffsetFinancialInstruments" abstract="false" name="SecuritiesBorrowedNotOffsetFinancialInstruments" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_VirtuITGAustraliaLimitedMember" abstract="true" name="VirtuITGAustraliaLimitedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_AmendedCreditAgreementMember" abstract="true" name="AmendedCreditAgreementMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_WorkflowTechnologyMember" abstract="true" name="WorkflowTechnologyMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_LossContingencyNumberOfLawsuitsConsolidated" abstract="false" name="LossContingencyNumberOfLawsuitsConsolidated" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_TaxReceivableAgreementObligationsOverPeriodMinimumYearlyPaymentRange" abstract="false" name="TaxReceivableAgreementObligationsOverPeriodMinimumYearlyPaymentRange" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_VirtuITGSingaporePteLimitedMember" abstract="true" name="VirtuITGSingaporePteLimitedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SeniorSecuredFirstLienTermLoanMember" abstract="true" name="SeniorSecuredFirstLienTermLoanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ScheduleOfInterestExpenseOnDebtTableTextBlock" abstract="false" name="ScheduleOfInterestExpenseOnDebtTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_TaxReceivableAgreementsAbstract" abstract="true" name="TaxReceivableAgreementsAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo" abstract="false" name="NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_FinanceLeaseCost" abstract="false" name="FinanceLeaseCost" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares" abstract="false" name="CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract" abstract="true" name="SecuritiesLoanedGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_EntityNumberOfFinancialInstruments" abstract="false" name="EntityNumberOfFinancialInstruments" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_SecuritiesLoanedFairValueDisclosure" abstract="false" name="SecuritiesLoanedFairValueDisclosure" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_Level3CommunicationsMember" abstract="true" name="Level3CommunicationsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_MicrowaveCommunicationNetworkJointVenturesMember" abstract="true" name="MicrowaveCommunicationNetworkJointVenturesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_FairValueOptionInvestmentMember" abstract="true" name="FairValueOptionInvestmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_FirstLienTermLoanFacilityMember" abstract="true" name="FirstLienTermLoanFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_JointVentureDevelopingAMemberOwnedEquitiesExchangeWithTheGoalOfIncreasingCompetitionMember" abstract="true" name="JointVentureDevelopingAMemberOwnedEquitiesExchangeWithTheGoalOfIncreasingCompetitionMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NetEquityWithFuturesCommissionMerchantAssets" abstract="false" name="NetEquityWithFuturesCommissionMerchantAssets" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_RegulatoryCapitalRequirementTextBlock" abstract="false" name="RegulatoryCapitalRequirementTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_SwinglineSubfacilityMember" abstract="true" name="SwinglineSubfacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor" abstract="false" name="PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember" abstract="true" name="JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract" abstract="true" name="DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract" abstract="true" name="SecuritiesBorrowedGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_ShortTermCreditFacilities" abstract="false" name="ShortTermCreditFacilities" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract" abstract="true" name="SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_Maturity30To60DaysMember" abstract="true" name="Maturity30To60DaysMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_CommonStockExchangeRatio" abstract="false" name="CommonStockExchangeRatio" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:pureItemType"/>
  <xs:element id="virt_ShortTermDebtGross" abstract="false" name="ShortTermDebtGross" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_LineOfCreditFacilityUnusedCapacityStepdownInCommitmentFeePercentage" abstract="false" name="LineOfCreditFacilityUnusedCapacityStepdownInCommitmentFeePercentage" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_LesseeOperatingLeaseLiabilityToBePaidAfterYearFour" abstract="false" name="LesseeOperatingLeaseLiabilityToBePaidAfterYearFour" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_MarketMakingSegmentMember" abstract="true" name="MarketMakingSegmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract" abstract="true" name="DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_ContractWithCustomerLiabilityIncludingNewContractRevenueRecognized" abstract="false" name="ContractWithCustomerLiabilityIncludingNewContractRevenueRecognized" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_RequiredNetCapitalUnderExchangeAct" abstract="false" name="RequiredNetCapitalUnderExchangeAct" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_VariableInterestEntityNumberOfEntities" abstract="false" name="VariableInterestEntityNumberOfEntities" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_ShortTermCreditFacilitiesMember" abstract="true" name="ShortTermCreditFacilitiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DebtIssueCostRelatedToDebtRefinancingPrepaymentAndCommitmentFees" abstract="false" name="DebtIssueCostRelatedToDebtRefinancingPrepaymentAndCommitmentFees" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_NumberOfJointVentures" abstract="false" name="NumberOfJointVentures" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_VariableInterestEntityNonconsolidatedEntitiesAssets" abstract="false" name="VariableInterestEntityNonconsolidatedEntitiesAssets" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting" abstract="false" name="FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_AmendedAndRestatedITG2007EquityPlanMember" abstract="true" name="AmendedAndRestatedITG2007EquityPlanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_KcgHoldingsMember" abstract="true" name="KcgHoldingsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NumberOfNonOperatingSegments" abstract="false" name="NumberOfNonOperatingSegments" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet" abstract="false" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_VFHParentLLCMember" abstract="true" name="VFHParentLLCMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NetEquityWithFuturesCommissionMerchantLiabilities" abstract="false" name="NetEquityWithFuturesCommissionMerchantLiabilities" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_FounderMember" abstract="true" name="FounderMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_AssumedPlanMember" abstract="true" name="AssumedPlanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SecuritiesBorrowedNet" abstract="false" name="SecuritiesBorrowedNet" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_VirtuITGCanadaCorpMember" abstract="true" name="VirtuITGCanadaCorpMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DebtInstrumentInterestRateFloor" abstract="false" name="DebtInstrumentInterestRateFloor" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments" abstract="false" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_NonvotingCommonInterestUnitsForfeitedOrRepurchased" abstract="false" name="NonvotingCommonInterestUnitsForfeitedOrRepurchased" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_BrokerDealerCreditFacilitiesMember" abstract="true" name="BrokerDealerCreditFacilitiesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_RepurchaseAgreementRemainingContractualMaturity" abstract="false" name="RepurchaseAgreementRemainingContractualMaturity" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_BorrowingBaseALoanMember" abstract="true" name="BorrowingBaseALoanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_TaxReceivableAgreementObligations" abstract="false" name="TaxReceivableAgreementObligations" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ScheduleOfRemainingContractualMaturityAndClassOfCollateralPledgedTableTextBlock" abstract="false" name="ScheduleOfRemainingContractualMaturityAndClassOfCollateralPledgedTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_InvetmentTechnologyGroupMember" abstract="true" name="InvetmentTechnologyGroupMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_TaxReceivableAgreementsDisclosureTextBlock" abstract="false" name="TaxReceivableAgreementsDisclosureTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_EquitiesFuturesMember" abstract="true" name="EquitiesFuturesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_IncreaseDecreaseinOperatingLeaseRightofuseAssets" abstract="false" name="IncreaseDecreaseinOperatingLeaseRightofuseAssets" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ReceivablesFromBrokerDealersAndClearingOrganizationsMember" abstract="true" name="ReceivablesFromBrokerDealersAndClearingOrganizationsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_CommonClassDMember" abstract="true" name="CommonClassDMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_IncreaseDecreaseInTradingAssetsAtFairValue" abstract="false" name="IncreaseDecreaseInTradingAssetsAtFairValue" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_SharebasedCompensationArrangementbySharebasedPaymentAwardOptionsExercisableForfeituresandExpirationsinPeriod" abstract="false" name="SharebasedCompensationArrangementbySharebasedPaymentAwardOptionsExercisableForfeituresandExpirationsinPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_FounderMemberLoanFacilityMember" abstract="true" name="FounderMemberLoanFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ExchangeStockMember" abstract="true" name="ExchangeStockMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NumberOfClassesOfCommonStock" abstract="false" name="NumberOfClassesOfCommonStock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_TaxReceivableAgreementObligationsSettlementTerm" abstract="false" name="TaxReceivableAgreementObligationsSettlementTerm" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="virt_UnsettledTradeAssets" abstract="false" name="UnsettledTradeAssets" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_LeaseAbandonment" abstract="false" name="LeaseAbandonment" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ClassofWarrantorRightLoanOutstandingRequirement" abstract="false" name="ClassofWarrantorRightLoanOutstandingRequirement" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ManagementIncentivePlan2015Member" abstract="true" name="ManagementIncentivePlan2015Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VariableRateScenario1Member" abstract="true" name="VariableRateScenario1Member" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_PercentageOfNYSETransactionDollarVolume" abstract="false" name="PercentageOfNYSETransactionDollarVolume" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_VirtuFinancialIrelandLtdMember" abstract="true" name="VirtuFinancialIrelandLtdMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_DepreciationAndAmortizationExcludingIntangibleAssets" abstract="false" name="DepreciationAndAmortizationExcludingIntangibleAssets" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_CollateralizedAgreementsTextBlock" abstract="false" name="CollateralizedAgreementsTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_IncreaseDecreaseinOperatingLeaseLiabilities" abstract="false" name="IncreaseDecreaseinOperatingLeaseLiabilities" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_ClassofWarrantorRightNumberofTradingDays" abstract="false" name="ClassofWarrantorRightNumberofTradingDays" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:durationItemType"/>
  <xs:element id="virt_January2020InterestRateSwapMember" abstract="true" name="January2020InterestRateSwapMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_IncreaseDecreaseInTradingLiabilitiesAtFairValue" abstract="false" name="IncreaseDecreaseInTradingLiabilitiesAtFairValue" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSEuropeAndAsiaMember" abstract="true" name="JointVentureBuildingMicrowaveCommunicationNetworksInUSEuropeAndAsiaMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems" abstract="true" name="OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_VirtuITGHongKongLimitedMember" abstract="true" name="VirtuITGHongKongLimitedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsExercisableGrantedInPeriod" abstract="false" name="SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsExercisableGrantedInPeriod" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_NumberOfBorrowingBases" abstract="false" name="NumberOfBorrowingBases" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_VirtuFinancialLlcMember" abstract="true" name="VirtuFinancialLlcMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_BorrowingBaseBLoanMember" abstract="true" name="BorrowingBaseBLoanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_CommonClassAAndCMember" abstract="true" name="CommonClassAAndCMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ExchangeTradedNotesMember" abstract="true" name="ExchangeTradedNotesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_FirstPaymentMadeUnderTaxReceivableAgreement" abstract="false" name="FirstPaymentMadeUnderTaxReceivableAgreement" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_LongTermDebtMaturityAfterYearFour" abstract="false" name="LongTermDebtMaturityAfterYearFour" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_SecuritiesBorrowedAtMarketValue" abstract="false" name="SecuritiesBorrowedAtMarketValue" nillable="true" xbrli:periodType="instant" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_AssetsAndLiabilitiesLesseeTableTextBlock" abstract="false" name="AssetsAndLiabilitiesLesseeTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_UncommittedBrokerDealerCreditFacilityMember" abstract="true" name="UncommittedBrokerDealerCreditFacilityMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_AccountsPayableAccruedExpensesAndOtherLiabilities" abstract="false" name="AccountsPayableAccruedExpensesAndOtherLiabilities" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_USAndNonUSGovernmentObligationsMember" abstract="true" name="USAndNonUSGovernmentObligationsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_FinancialInstrumentsOwnedMember" abstract="true" name="FinancialInstrumentsOwnedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_TermLoanMember" abstract="true" name="TermLoanMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_InterestAndDividendExpenseOperating" abstract="false" name="InterestAndDividendExpenseOperating" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_OtherCountriesMember" abstract="true" name="OtherCountriesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VirtuFinancialCanadaULCMember" abstract="true" name="VirtuFinancialCanadaULCMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_AcquisitionBorrowerMember" abstract="true" name="AcquisitionBorrowerMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable" abstract="true" name="OrganizationConsolidationAndPresentationOfFinancialStatementsTable" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType"/>
  <xs:element id="virt_NonvotingCommonInterestUnitsOutstanding" abstract="false" name="NonvotingCommonInterestUnitsOutstanding" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:sharesItemType"/>
  <xs:element id="virt_ExecutionServicesSegmentMember" abstract="true" name="ExecutionServicesSegmentMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_UnsettledTradeLiabilities" abstract="false" name="UnsettledTradeLiabilities" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember" abstract="true" name="JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware" abstract="false" name="NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware" nillable="true" xbrli:periodType="duration" xbrli:balance="debit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_RequiredNetCapitalUnderExchangeActForEveryTransactionDollarVolume" abstract="false" name="RequiredNetCapitalUnderExchangeActForEveryTransactionDollarVolume" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_DebtAmortizationPercentageOfAggregatePrincipalAmount" abstract="false" name="DebtAmortizationPercentageOfAggregatePrincipalAmount" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="num:percentItemType"/>
  <xs:element id="virt_FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting" abstract="false" name="FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract" abstract="true" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_NumberOfVotesToStockholders" abstract="false" name="NumberOfVotesToStockholders" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
  <xs:element id="virt_VariableRateComponentAxis" abstract="true" name="VariableRateComponentAxis" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrldt:dimensionItem" type="xbrli:stringItemType"/>
  <xs:element id="virt_ExchangeTradedFundsIssuerRelationshipsMember" abstract="true" name="ExchangeTradedFundsIssuerRelationshipsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_WeightedAverageRemainingLeaseTermAbstract" abstract="true" name="WeightedAverageRemainingLeaseTermAbstract" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="xbrli:stringItemType"/>
  <xs:element id="virt_TaxReceivableAgreementObligationsOverPeriodMaximumYearlyPaymentRange" abstract="false" name="TaxReceivableAgreementObligationsOverPeriodMaximumYearlyPaymentRange" nillable="true" xbrli:periodType="instant" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_CommonClassBAndDMember" abstract="true" name="CommonClassBAndDMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_ClassACommonStockWarrantsMember" abstract="true" name="ClassACommonStockWarrantsMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_RegulatoryCapitalAndRegulatoryCapitalRequirementTableTextBlock" abstract="false" name="RegulatoryCapitalAndRegulatoryCapitalRequirementTableTextBlock" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType"/>
  <xs:element id="virt_PaymentOfTaxReceivableAgreementObligations" abstract="false" name="PaymentOfTaxReceivableAgreementObligations" nillable="true" xbrli:periodType="duration" xbrli:balance="credit" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType"/>
  <xs:element id="virt_SeniorSecuredSecondLienNotesMember" abstract="true" name="SeniorSecuredSecondLienNotesMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VirtuAmericasLlcMember" abstract="true" name="VirtuAmericasLlcMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_VirtuITGUKLimitedMember" abstract="true" name="VirtuITGUKLimitedMember" nillable="true" xbrli:periodType="duration" substitutionGroup="xbrli:item" type="nonnum:domainItemType"/>
  <xs:element id="virt_NumberOfSecuredCreditFacilities" abstract="false" name="NumberOfSecuredCreditFacilities" nillable="true" xbrli:periodType="instant" substitutionGroup="xbrli:item" type="xbrli:integerItemType"/>
</xs:schema>
