<?xml version="1.0" encoding="US-ASCII"?>
<!--XBRL Document Created with Wdesk from Workiva-->
<!-- -->
<xsd:schema attributeFormDefault="unqualified" elementFormDefault="qualified" targetNamespace="http://www.virtu.com/20181231" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:nonnum="http://www.xbrl.org/dtr/type/non-numeric" xmlns:num="http://www.xbrl.org/dtr/type/numeric" xmlns:virt="http://www.virtu.com/20181231" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
  <xsd:import namespace="http://fasb.org/srt/2018-01-31" schemaLocation="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd" />
  <xsd:import namespace="http://fasb.org/us-gaap/2018-01-31" schemaLocation="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd" />
  <xsd:import namespace="http://fasb.org/us-roles/2018-01-31" schemaLocation="http://xbrl.fasb.org/us-gaap/2018/elts/us-roles-2018-01-31.xsd" />
  <xsd:import namespace="http://fasb.org/us-types/2018-01-31" schemaLocation="http://xbrl.fasb.org/us-gaap/2018/elts/us-types-2018-01-31.xsd" />
  <xsd:import namespace="http://www.xbrl.org/2003/instance" schemaLocation="http://www.xbrl.org/2003/xbrl-instance-2003-12-31.xsd" />
  <xsd:import namespace="http://www.xbrl.org/2003/linkbase" schemaLocation="http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd" />
  <xsd:import namespace="http://www.xbrl.org/2009/arcrole/fact-explanatoryFact" schemaLocation="http://www.xbrl.org/lrr/arcrole/factExplanatory-2009-12-16.xsd" />
  <xsd:import namespace="http://www.xbrl.org/2009/role/negated" schemaLocation="http://www.xbrl.org/lrr/role/negated-2009-12-16.xsd" />
  <xsd:import namespace="http://www.xbrl.org/2009/role/net" schemaLocation="http://www.xbrl.org/lrr/role/net-2009-12-16.xsd" />
  <xsd:import namespace="http://www.xbrl.org/dtr/type/non-numeric" schemaLocation="http://www.xbrl.org/dtr/type/nonNumeric-2009-12-16.xsd" />
  <xsd:import namespace="http://www.xbrl.org/dtr/type/numeric" schemaLocation="http://www.xbrl.org/dtr/type/numeric-2009-12-16.xsd" />
  <xsd:import namespace="http://xbrl.org/2005/xbrldt" schemaLocation="http://www.xbrl.org/2005/xbrldt-2005.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/country/2017-01-31" schemaLocation="http://xbrl.sec.gov/country/2017/country-2017-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/currency/2017-01-31" schemaLocation="http://xbrl.sec.gov/currency/2017/currency-2017-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/dei/2018-01-31" schemaLocation="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/exch/2018-01-31" schemaLocation="https://xbrl.sec.gov/exch/2018/exch-2018-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/invest/2013-01-31" schemaLocation="http://xbrl.sec.gov/invest/2013/invest-2013-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/naics/2017-01-31" schemaLocation="http://xbrl.sec.gov/naics/2017/naics-2017-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/sic/2011-01-31" schemaLocation="http://xbrl.sec.gov/sic/2011/sic-2011-01-31.xsd" />
  <xsd:import namespace="http://xbrl.sec.gov/stpr/2018-01-31" schemaLocation="https://xbrl.sec.gov/stpr/2018/stpr-2018-01-31.xsd" />
  <xsd:annotation>
    <xsd:appinfo>
      <link:linkbaseRef xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20181231_cal.xml" xlink:role="http://www.xbrl.org/2003/role/calculationLinkbaseRef" xlink:type="simple" />
      <link:linkbaseRef xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20181231_def.xml" xlink:role="http://www.xbrl.org/2003/role/definitionLinkbaseRef" xlink:type="simple" />
      <link:linkbaseRef xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20181231_lab.xml" xlink:role="http://www.xbrl.org/2003/role/labelLinkbaseRef" xlink:type="simple" />
      <link:linkbaseRef xlink:arcrole="http://www.w3.org/1999/xlink/properties/linkbase" xlink:href="virt-20181231_pre.xml" xlink:role="http://www.xbrl.org/2003/role/presentationLinkbaseRef" xlink:type="simple" />
      <link:roleType id="AcquisitionOfKcg" roleURI="http://www.virtu.com/role/AcquisitionOfKcg">
        <link:definition>2103100 - Disclosure - Acquisition of KCG</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="AcquisitionOfKcgIntangibleAssetsDetails" roleURI="http://www.virtu.com/role/AcquisitionOfKcgIntangibleAssetsDetails">
        <link:definition>2403403 - Disclosure - Acquisition of KCG - 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="AcquisitionOfKcgNarrativeDetails" roleURI="http://www.virtu.com/role/AcquisitionOfKcgNarrativeDetails">
        <link:definition>2403402 - Disclosure - Acquisition of KCG - 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="AcquisitionOfKcgTables" roleURI="http://www.virtu.com/role/AcquisitionOfKcgTables">
        <link:definition>2303301 - Disclosure - Acquisition of KCG (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="Borrowings" roleURI="http://www.virtu.com/role/Borrowings">
        <link:definition>2110100 - 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="BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails" roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails">
        <link:definition>2410403 - 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="BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails" roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails">
        <link:definition>2410402 - 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="BorrowingsFourthAmendedAndRestatedCreditAgreementDetails" roleURI="http://www.virtu.com/role/BorrowingsFourthAmendedAndRestatedCreditAgreementDetails">
        <link:definition>2410407 - Disclosure - Borrowings - Fourth Amended and Restated 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="BorrowingsFutureMinimumPrincipalPaymentsDetails" roleURI="http://www.virtu.com/role/BorrowingsFutureMinimumPrincipalPaymentsDetails">
        <link:definition>2410410 - 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="BorrowingsInterestExpenseOnBrokerDealerFacilitiesDetails" roleURI="http://www.virtu.com/role/BorrowingsInterestExpenseOnBrokerDealerFacilitiesDetails">
        <link:definition>2410404 - 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="BorrowingsLongTermBorrowingsDetails" roleURI="http://www.virtu.com/role/BorrowingsLongTermBorrowingsDetails">
        <link:definition>2410406 - 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="BorrowingsSbiBondsDetails" roleURI="http://www.virtu.com/role/BorrowingsSbiBondsDetails">
        <link:definition>2410409 - 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="BorrowingsSeniorSecuredSecondLienNotesDetails" roleURI="http://www.virtu.com/role/BorrowingsSeniorSecuredSecondLienNotesDetails">
        <link:definition>2410408 - 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="BorrowingsShortTermCreditFacilitiesDetails" roleURI="http://www.virtu.com/role/BorrowingsShortTermCreditFacilitiesDetails">
        <link:definition>2410405 - 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="BorrowingsTables" roleURI="http://www.virtu.com/role/BorrowingsTables">
        <link:definition>2310301 - 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="CapitalStructure" roleURI="http://www.virtu.com/role/CapitalStructure">
        <link:definition>2116100 - 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="CapitalStructureAcquisitionOfKcgDetails" roleURI="http://www.virtu.com/role/CapitalStructureAcquisitionOfKcgDetails">
        <link:definition>2416403 - Disclosure - Capital Structure - Acquisition of KCG (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="CapitalStructureAdditionalInformationDetails" roleURI="http://www.virtu.com/role/CapitalStructureAdditionalInformationDetails">
        <link:definition>2416401 - 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>2416402 - 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="CapitalStructureEmployeeExchangesDetails" roleURI="http://www.virtu.com/role/CapitalStructureEmployeeExchangesDetails">
        <link:definition>2416406 - 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="CapitalStructureSecondaryOfferingsDetails" roleURI="http://www.virtu.com/role/CapitalStructureSecondaryOfferingsDetails">
        <link:definition>2416405 - Disclosure - Capital Structure - Secondary Offerings (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>2416404 - 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="CollateralizedTransactions" roleURI="http://www.virtu.com/role/CollateralizedTransactions">
        <link:definition>2109100 - 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="CollateralizedTransactionsDetails" roleURI="http://www.virtu.com/role/CollateralizedTransactionsDetails">
        <link:definition>2409402 - 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="CollateralizedTransactionsTables" roleURI="http://www.virtu.com/role/CollateralizedTransactionsTables">
        <link:definition>2309301 - 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="CommitmentsContingenciesAndGuarantees" roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuarantees">
        <link:definition>2115100 - 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="CommitmentsContingenciesAndGuaranteesLeasesDetails" roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesLeasesDetails">
        <link:definition>2415402 - Disclosure - Commitments, Contingencies and Guarantees - Leases (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="CommitmentsContingenciesAndGuaranteesLeasesDetailsCalc2" roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesLeasesDetailsCalc2">
        <link:definition>2415402 - Disclosure - Commitments, Contingencies and Guarantees - Leases (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="CommitmentsContingenciesAndGuaranteesOtherLegalAndRegulatoryMattersDetails" roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesOtherLegalAndRegulatoryMattersDetails">
        <link:definition>2415403 - Disclosure - Commitments, Contingencies and Guarantees - Other Legal and Regulatory Matters (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="CommitmentsContingenciesAndGuaranteesTables" roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesTables">
        <link:definition>2315301 - Disclosure - Commitments, Contingencies and Guarantees (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="ConsolidatedStatementsOfCashFlows" roleURI="http://www.virtu.com/role/ConsolidatedStatementsOfCashFlows">
        <link:definition>1005000 - Statement - 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="ConsolidatedStatementsOfChangesInEquity" roleURI="http://www.virtu.com/role/ConsolidatedStatementsOfChangesInEquity">
        <link:definition>1004000 - Statement - 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="ConsolidatedStatementsOfComprehensiveIncome" roleURI="http://www.virtu.com/role/ConsolidatedStatementsOfComprehensiveIncome">
        <link:definition>1002000 - Statement - Consolidated Statements of Comprehensive Income</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="ConsolidatedStatementsOfFinancialCondition" roleURI="http://www.virtu.com/role/ConsolidatedStatementsOfFinancialCondition">
        <link:definition>1001000 - Statement - 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="ConsolidatedStatementsOfFinancialConditionParenthetical" roleURI="http://www.virtu.com/role/ConsolidatedStatementsOfFinancialConditionParenthetical">
        <link:definition>1001501 - Statement - 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="DerivativeInstruments" roleURI="http://www.virtu.com/role/DerivativeInstruments">
        <link:definition>2112100 - 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="DerivativeInstrumentsFairValueOfDerivativeInstrumentsDetails" roleURI="http://www.virtu.com/role/DerivativeInstrumentsFairValueOfDerivativeInstrumentsDetails">
        <link:definition>2412402 - 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="DerivativeInstrumentsGainFromDerivativeInstrumentsDetails" roleURI="http://www.virtu.com/role/DerivativeInstrumentsGainFromDerivativeInstrumentsDetails">
        <link:definition>2412403 - Disclosure - Derivative Instruments - Gain 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="DerivativeInstrumentsTables" roleURI="http://www.virtu.com/role/DerivativeInstrumentsTables">
        <link:definition>2312301 - 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="DocumentAndEntityInformation" roleURI="http://www.virtu.com/role/DocumentAndEntityInformation">
        <link:definition>0001000 - Document - Document and Entity Information</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>2105100 - 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="EarningsPerShareBasicDetails" roleURI="http://www.virtu.com/role/EarningsPerShareBasicDetails">
        <link:definition>2405403 - 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>2405404 - 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="EarningsPerShareReconciliationDetails" roleURI="http://www.virtu.com/role/EarningsPerShareReconciliationDetails">
        <link:definition>2405402 - 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="EarningsPerShareTables" roleURI="http://www.virtu.com/role/EarningsPerShareTables">
        <link:definition>2305301 - 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="FinancialAssetsAndLiabilities" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilities">
        <link:definition>2111100 - 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="FinancialAssetsAndLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails">
        <link:definition>2411409 - 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="FinancialAssetsAndLiabilitiesLevel3FinancialInstrumentsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesLevel3FinancialInstrumentsDetails">
        <link:definition>2411406 - 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="FinancialAssetsAndLiabilitiesMeasuredOnRecurringBasisDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesMeasuredOnRecurringBasisDetails">
        <link:definition>2411402 - 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="FinancialAssetsAndLiabilitiesNettingOfCertainFinancialAssetsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNettingOfCertainFinancialAssetsDetails">
        <link:definition>2411407 - 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>2411408 - 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="FinancialAssetsAndLiabilitiesNotMeasuredAtFairValueOnRecurringBasisDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNotMeasuredAtFairValueOnRecurringBasisDetails">
        <link:definition>2411405 - 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="FinancialAssetsAndLiabilitiesReceivableFromBatsDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesReceivableFromBatsDetails">
        <link:definition>2411404 - Disclosure - Financial Assets and Liabilities - Receivable from Bats (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="FinancialAssetsAndLiabilitiesSbiInvestmentDetails" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesSbiInvestmentDetails">
        <link:definition>2411403 - Disclosure - Financial Assets and Liabilities - SBI Investment (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="FinancialAssetsAndLiabilitiesTables" roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesTables">
        <link:definition>2311301 - 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="GeographicInformationAndBusinessSegments" roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegments">
        <link:definition>2120100 - 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="GeographicInformationAndBusinessSegmentsRevenuesByGeographicAreaDetails" roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsRevenuesByGeographicAreaDetails">
        <link:definition>2420402 - 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="GeographicInformationAndBusinessSegmentsSegmentsDetails" roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsSegmentsDetails">
        <link:definition>2420403 - 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="GeographicInformationAndBusinessSegmentsTables" roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsTables">
        <link:definition>2320301 - 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="GoodwillAndIntangibleAssets" roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssets">
        <link:definition>2107100 - 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="GoodwillAndIntangibleAssetsGoodwillDetails" roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsGoodwillDetails">
        <link:definition>2407403 - 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>2407404 - 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="GoodwillAndIntangibleAssetsNarrativeDetails" roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsNarrativeDetails">
        <link:definition>2407402 - 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="GoodwillAndIntangibleAssetsTables" roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsTables">
        <link:definition>2307301 - 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="IncomeTaxes" roleURI="http://www.virtu.com/role/IncomeTaxes">
        <link:definition>2114100 - 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>2414402 - 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="IncomeTaxesDeferredTaxAssetsAndLiabilitiesDetails" roleURI="http://www.virtu.com/role/IncomeTaxesDeferredTaxAssetsAndLiabilitiesDetails">
        <link:definition>2414405 - Disclosure - Income Taxes - Deferred Tax 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="IncomeTaxesIncomeBeforeTaxAndProvisionForTaxDetails" roleURI="http://www.virtu.com/role/IncomeTaxesIncomeBeforeTaxAndProvisionForTaxDetails">
        <link:definition>2414403 - Disclosure - Income Taxes - Income Before Tax and Provision for Tax (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="IncomeTaxesReconciliationOfTaxRateDetails" roleURI="http://www.virtu.com/role/IncomeTaxesReconciliationOfTaxRateDetails">
        <link:definition>2414404 - Disclosure - Income Taxes - Reconciliation of Tax 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="IncomeTaxesTables" roleURI="http://www.virtu.com/role/IncomeTaxesTables">
        <link:definition>2314301 - Disclosure - Income Taxes (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="IncomeTaxesUnrecognizedTaxBenefitsDetails" roleURI="http://www.virtu.com/role/IncomeTaxesUnrecognizedTaxBenefitsDetails">
        <link:definition>2414406 - Disclosure - Income Taxes - Unrecognized Tax Benefits (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="OrganizationAndBasisOfPresentation" roleURI="http://www.virtu.com/role/OrganizationAndBasisOfPresentation">
        <link:definition>2101100 - 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>2401401 - 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="ParentCompany" roleURI="http://www.virtu.com/role/ParentCompany">
        <link:definition>2122100 - Disclosure - Parent Company</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="ParentCompanyCondensedStatementsOfCashFlowsDetails" roleURI="http://www.virtu.com/role/ParentCompanyCondensedStatementsOfCashFlowsDetails">
        <link:definition>2422404 - Disclosure - Parent Company - Condensed Statements of Cash Flows (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="ParentCompanyCondensedStatementsOfComprehensiveIncomeDetails" roleURI="http://www.virtu.com/role/ParentCompanyCondensedStatementsOfComprehensiveIncomeDetails">
        <link:definition>2422403 - Disclosure - Parent Company - Condensed Statements of 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="ParentCompanyCondensedStatementsOfFinancialConditionDetails" roleURI="http://www.virtu.com/role/ParentCompanyCondensedStatementsOfFinancialConditionDetails">
        <link:definition>2422402 - Disclosure - Parent Company - Condensed Statements of Financial Condition (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="ParentCompanyTables" roleURI="http://www.virtu.com/role/ParentCompanyTables">
        <link:definition>2322301 - Disclosure - Parent Company (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="PropertyEquipmentAndCapitalizedSoftware" roleURI="http://www.virtu.com/role/PropertyEquipmentAndCapitalizedSoftware">
        <link:definition>2118100 - Disclosure - Property, Equipment and Capitalized Software</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="PropertyEquipmentAndCapitalizedSoftwareNarrativeDetails" roleURI="http://www.virtu.com/role/PropertyEquipmentAndCapitalizedSoftwareNarrativeDetails">
        <link:definition>2418403 - Disclosure - Property, Equipment and Capitalized Software - 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="PropertyEquipmentAndCapitalizedSoftwareScheduleDetails" roleURI="http://www.virtu.com/role/PropertyEquipmentAndCapitalizedSoftwareScheduleDetails">
        <link:definition>2418402 - Disclosure - Property, Equipment and Capitalized Software - Schedule (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="PropertyEquipmentAndCapitalizedSoftwareTables" roleURI="http://www.virtu.com/role/PropertyEquipmentAndCapitalizedSoftwareTables">
        <link:definition>2318301 - Disclosure - Property, Equipment and Capitalized Software (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="ReceivablesFromPayablesToBrokerDealersAndClearingOrganizations" roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizations">
        <link:definition>2108100 - 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="ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsDetails" roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsDetails">
        <link:definition>2408402 - 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="ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsTables" roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsTables">
        <link:definition>2308301 - 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="RegulatoryRequirement" roleURI="http://www.virtu.com/role/RegulatoryRequirement">
        <link:definition>2119100 - 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="RegulatoryRequirementNarrativeDetails" roleURI="http://www.virtu.com/role/RegulatoryRequirementNarrativeDetails">
        <link:definition>2419402 - 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>2419403 - 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="RegulatoryRequirementTables" roleURI="http://www.virtu.com/role/RegulatoryRequirementTables">
        <link:definition>2319301 - 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="RelatedPartyTransactions" roleURI="http://www.virtu.com/role/RelatedPartyTransactions">
        <link:definition>2121100 - 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>2421401 - 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="RevenuesFromContractsWithCustomers" roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomers">
        <link:definition>2113100 - 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="RevenuesFromContractsWithCustomersDetails" roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomersDetails">
        <link:definition>2413402 - 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="RevenuesFromContractsWithCustomersTables" roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomersTables">
        <link:definition>2313301 - 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="SaleOfBondpoint" roleURI="http://www.virtu.com/role/SaleOfBondpoint">
        <link:definition>2104100 - Disclosure - Sale of BondPoint</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="SaleOfBondpointNarrativeDetails" roleURI="http://www.virtu.com/role/SaleOfBondpointNarrativeDetails">
        <link:definition>2404402 - Disclosure - Sale of BondPoint - 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="SaleOfBondpointSummaryOfCarryingValueAndGainOnSaleDetails" roleURI="http://www.virtu.com/role/SaleOfBondpointSummaryOfCarryingValueAndGainOnSaleDetails">
        <link:definition>2404403 - Disclosure - Sale of BondPoint - Summary of Carrying Value and Gain on Sale (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="SaleOfBondpointTables" roleURI="http://www.virtu.com/role/SaleOfBondpointTables">
        <link:definition>2304301 - Disclosure - Sale of BondPoint (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="ShareBasedCompensation" roleURI="http://www.virtu.com/role/ShareBasedCompensation">
        <link:definition>2117100 - 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="ShareBasedCompensationNarrativeDetails" roleURI="http://www.virtu.com/role/ShareBasedCompensationNarrativeDetails">
        <link:definition>2417402 - 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>2417403 - 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="ShareBasedCompensationSummaryOfActivityInRsusDetails" roleURI="http://www.virtu.com/role/ShareBasedCompensationSummaryOfActivityInRsusDetails">
        <link:definition>2417404 - Disclosure - Share-based Compensation - Summary of Activity in RSUs (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="ShareBasedCompensationTables" roleURI="http://www.virtu.com/role/ShareBasedCompensationTables">
        <link:definition>2317301 - 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="SubsequentEvents" roleURI="http://www.virtu.com/role/SubsequentEvents">
        <link:definition>2123100 - 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>2423401 - 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>
      <link:roleType id="SummaryOfSignificantAccountingPolicies" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPolicies">
        <link:definition>2102100 - 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="SummaryOfSignificantAccountingPoliciesAccountingPronouncementsNotYetAdoptedDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesAccountingPronouncementsNotYetAdoptedDetails">
        <link:definition>2402408 - Disclosure - Summary of Significant Accounting Policies - Accounting Pronouncements, Not Yet Adopted (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="SummaryOfSignificantAccountingPoliciesCapitalizedSoftwareDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesCapitalizedSoftwareDetails">
        <link:definition>2402405 - Disclosure - Summary of Significant Accounting Policies - Capitalized Software (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="SummaryOfSignificantAccountingPoliciesPolicies" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPolicies">
        <link:definition>2202201 - 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="SummaryOfSignificantAccountingPoliciesPropertyEquipmentAndOccupancyDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPropertyEquipmentAndOccupancyDetails">
        <link:definition>2402404 - Disclosure - Summary of Significant Accounting Policies - Property, Equipment and Occupancy (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="SummaryOfSignificantAccountingPoliciesSecuritiesBorrowedAndSecuritiesLoanedDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesSecuritiesBorrowedAndSecuritiesLoanedDetails">
        <link:definition>2402403 - Disclosure - Summary of Significant Accounting Policies - Securities Borrowed and Securities Loaned (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="SummaryOfSignificantAccountingPoliciesShareBasedCompensationDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesShareBasedCompensationDetails">
        <link:definition>2402406 - Disclosure - Summary of Significant Accounting Policies - Share-Based Compensation (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="SummaryOfSignificantAccountingPoliciesTables" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesTables">
        <link:definition>2302302 - Disclosure - Summary of Significant Accounting Policies (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="SummaryOfSignificantAccountingPoliciesVariableInterestEntitiesDetails" roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesVariableInterestEntitiesDetails">
        <link:definition>2402407 - Disclosure - Summary of Significant Accounting Policies - Variable Interest Entities (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>2106100 - 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>2406401 - 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>
    </xsd:appinfo>
  </xsd:annotation>
  <xsd:element id="virt_AccountsPayableAndAccruedExpensesAndOtherLiabilities" name="AccountsPayableAndAccruedExpensesAndOtherLiabilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_AdditionReductionToAdditionalPaidInCapitalAsResultOfDifferencesBetweenEstimateAndTaxReturns" name="AdditionReductionToAdditionalPaidInCapitalAsResultOfDifferencesBetweenEstimateAndTaxReturns" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_AdjustmentsToAdditionalPaidInCapitalIncreaseDecreaseInTaxReceivableAgreement" name="AdjustmentsToAdditionalPaidInCapitalIncreaseDecreaseInTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_AdjustmentsToAdditionalPaidInCapitalIssuanceOfTaxReceivableAgreementsInConnectionWithSecondaryOffering" name="AdjustmentsToAdditionalPaidInCapitalIssuanceOfTaxReceivableAgreementsInConnectionWithSecondaryOffering" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ArandaInvestmentAgreementMember" name="ArandaInvestmentAgreementMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_AveragePriceToEarningsMultiplesOfComparableCompanies" name="AveragePriceToEarningsMultiplesOfComparableCompanies" nillable="true" substitutionGroup="xbrli:item" type="xbrli:pureItemType" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_BondPointDivisionAndFixedIncomeVenueMember" name="BondPointDivisionAndFixedIncomeVenueMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_BondPointMember" name="BondPointMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_BrokerDealerCreditFacilitiesMember" name="BrokerDealerCreditFacilitiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_BrokerageExchangeAndClearanceFeesNetPolicyTextBlock" name="BrokerageExchangeAndClearanceFeesNetPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract" name="CashFlowNoncashFinancingActivitiesDisclosureAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract" name="CashFlowNoncashInvestingActivitiesDisclosureAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ClassAOneInterestsMember" name="ClassAOneInterestsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ClassATwoInterestsMember" name="ClassATwoInterestsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CollateralizedAgreementsTextBlock" name="CollateralizedAgreementsTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CommissionsNetAndTechnologyServicesPolicyTextBlock" name="CommissionsNetAndTechnologyServicesPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CommissionsNetMember" name="CommissionsNetMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CommittedBrokerDealerCreditFacilityMember" name="CommittedBrokerDealerCreditFacilityMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CommonClassAAndCMember" name="CommonClassAAndCMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CommonClassBAndDMember" name="CommonClassBAndDMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_CommonClassDMember" name="CommonClassDMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CommonStockAndRestrictedStockUnitsNumberOfDaysPrecedingGrantFairValueIsBasedOn" name="CommonStockAndRestrictedStockUnitsNumberOfDaysPrecedingGrantFairValueIsBasedOn" nillable="true" substitutionGroup="xbrli:item" type="xbrli:durationItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CommonStockExchangeRatio" name="CommonStockExchangeRatio" nillable="true" substitutionGroup="xbrli:item" type="xbrli:pureItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares" name="CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_CommunicationEquipmentLeaseExpense" name="CommunicationEquipmentLeaseExpense" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_CompensationCostsAmortization" name="CompensationCostsAmortization" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_DMMBusinessMember" name="DMMBusinessMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DebtInstrumentUnamortizedDiscountAccelerated" name="DebtInstrumentUnamortizedDiscountAccelerated" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_DebtIssueCostRelatedToDebtRefinancing" name="DebtIssueCostRelatedToDebtRefinancing" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_DecreaseInTaxReceivableAgreementObligations" name="DecreaseInTaxReceivableAgreementObligations" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_DeferredTaxAssetTaxReceivableAgreement" name="DeferredTaxAssetTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_DeferredTaxAssetsTaxCreditAndOperatingLossCarryforwards" name="DeferredTaxAssetsTaxCreditAndOperatingLossCarryforwards" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_DeferredTaxAssetsTaxReceivableAgreement" name="DeferredTaxAssetsTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_DellIncAndAffiliatesMember" name="DellIncAndAffiliatesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DepreciationAndAmortizationExcludingIntangibleAssets" name="DepreciationAndAmortizationExcludingIntangibleAssets" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_DerivativeAssetNotOffsetFinancialInstruments" name="DerivativeAssetNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments" name="DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" name="DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract" name="DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DerivativeFairValueOfDerivativeLiabilityAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" name="DerivativeFairValueOfDerivativeLiabilityAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract" name="DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DerivativeLiabilitiesNotOffsetFinancialInstruments" name="DerivativeLiabilitiesNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract" name="DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNet" name="DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNet" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNotOffsetFinancialInstruments" name="DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_DiscountedCashFlowMethodDiscountRate" name="DiscountedCashFlowMethodDiscountRate" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_DisposalGroupIncludingDiscontinuedOperationNetAssetsLiabilities" name="DisposalGroupIncludingDiscontinuedOperationNetAssetsLiabilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts" name="DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_DisposalGroupNotDiscontinuedOperationTransactionCosts" name="DisposalGroupNotDiscontinuedOperationTransactionCosts" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_DocumentAndEntityInformationAbstract" name="DocumentAndEntityInformationAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_EffectiveIncomeTaxRateReconciliationStateAndLocalIncomeTaxesAndForeignIncomeTaxRateDifferential" name="EffectiveIncomeTaxRateReconciliationStateAndLocalIncomeTaxesAndForeignIncomeTaxRateDifferential" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_EffectiveIncomeTaxRateReconciliationTaxCutsAndJobsActOf2017TaxReceivableAgreementObligationPercent" name="EffectiveIncomeTaxRateReconciliationTaxCutsAndJobsActOf2017TaxReceivableAgreementObligationPercent" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_EquitiesFuturesMember" name="EquitiesFuturesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_EquityMethodInvestmentMaximumExposureToLoss" name="EquityMethodInvestmentMaximumExposureToLoss" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_EquityMethodInvestmentVotingSharesPercentage" name="EquityMethodInvestmentVotingSharesPercentage" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_ExchangeMembershipsMember" name="ExchangeMembershipsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ExchangeStockMember" name="ExchangeStockMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ExchangeTradedFundsBuyerRelationshipsMember" name="ExchangeTradedFundsBuyerRelationshipsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ExchangeTradedFundsIssuerRelationshipsMember" name="ExchangeTradedFundsIssuerRelationshipsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ExchangeTradedNotesMember" name="ExchangeTradedNotesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ExecutionServicesSegmentMember" name="ExecutionServicesSegmentMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ExpectedAnnualIncentiveCompensationPayments" name="ExpectedAnnualIncentiveCompensationPayments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_FairValueAssetsTransfersAmount" name="FairValueAssetsTransfersAmount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_FairValueOptionInvestmentMember" name="FairValueOptionInvestmentMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_FairValueOptionPolicyTextBlock" name="FairValueOptionPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting" name="FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_FinancialInstrumentsOwnedMember" name="FinancialInstrumentsOwnedMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting" name="FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_FirstPaymentMadeUnderTaxReceivableAgreement" name="FirstPaymentMadeUnderTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_IncomeLossFromContinuingOperationsBeforeMinorityInterestAndIncomeLossFromEquityMethodInvestments" name="IncomeLossFromContinuingOperationsBeforeMinorityInterestAndIncomeLossFromEquityMethodInvestments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities" name="IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_IncreaseDecreaseInTradingAssetsAtFairValue" name="IncreaseDecreaseInTradingAssetsAtFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_IncreaseDecreaseInTradingLiabilitiesAtFairValue" name="IncreaseDecreaseInTradingLiabilitiesAtFairValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_InterestAndDividendExpenseOperating" name="InterestAndDividendExpenseOperating" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_InterestAndDividendsIncomeOrExpensePolicyTextBlock" name="InterestAndDividendsIncomeOrExpensePolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_InvestmentTechnologyGroupInc.Member" name="InvestmentTechnologyGroupInc.Member" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember" name="JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember" name="JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_KcgHoldingsMember" name="KcgHoldingsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_LeaseAbandonment" name="LeaseAbandonment" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_LeaseLossAccrualPolicyTextBlock" name="LeaseLossAccrualPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_Level3CommunicationsMember" name="Level3CommunicationsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_LongTermDebtMaturitiesRepaymentsOfPrincipalInYearFourAndThereafter" name="LongTermDebtMaturitiesRepaymentsOfPrincipalInYearFourAndThereafter" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_LossContingencyAmountOfFine" name="LossContingencyAmountOfFine" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_ManagementIncentivePlan2015Member" name="ManagementIncentivePlan2015Member" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_MarketMakingSegmentMember" name="MarketMakingSegmentMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_MarkitGroupHoldingsLimitedMember" name="MarkitGroupHoldingsLimitedMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_Maturity30To60DaysMember" name="Maturity30To60DaysMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_Maturity61To90DaysMember" name="Maturity61To90DaysMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_MicrowaveCommunicationNetworkJointVenturesMember" name="MicrowaveCommunicationNetworkJointVenturesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NetEquityWithFuturesCommissionMerchantAssets" name="NetEquityWithFuturesCommissionMerchantAssets" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetEquityWithFuturesCommissionMerchantLiabilities" name="NetEquityWithFuturesCommissionMerchantLiabilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDue" name="NetRentalCommitmentsFutureMinimumPaymentsDue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueFiscalYearMaturityAbstract" name="NetRentalCommitmentsFutureMinimumPaymentsDueFiscalYearMaturityAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueInFiveYears" name="NetRentalCommitmentsFutureMinimumPaymentsDueInFiveYears" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueInFourYears" name="NetRentalCommitmentsFutureMinimumPaymentsDueInFourYears" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueInThreeYears" name="NetRentalCommitmentsFutureMinimumPaymentsDueInThreeYears" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueInTwoYears" name="NetRentalCommitmentsFutureMinimumPaymentsDueInTwoYears" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueNextTwelveMonths" name="NetRentalCommitmentsFutureMinimumPaymentsDueNextTwelveMonths" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NetRentalCommitmentsFutureMinimumPaymentsDueThereafter" name="NetRentalCommitmentsFutureMinimumPaymentsDueThereafter" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware" name="NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_NonCashFinancingActivitiesDebtDiscount" name="NonCashFinancingActivitiesDebtDiscount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_NonCashFinancingActivityTaxReceivableAgreement" name="NonCashFinancingActivityTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_NonUSGovernmentObligationsMember" name="NonUSGovernmentObligationsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NoncashFinancingActivitiesTaxReceivableAgreement" name="NoncashFinancingActivitiesTaxReceivableAgreement" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_NoncashFinancingFromSecondaryOffering" name="NoncashFinancingFromSecondaryOffering" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_NonvotingCommonInterestUnitsForfeitedOrRepurchased" name="NonvotingCommonInterestUnitsForfeitedOrRepurchased" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NonvotingCommonInterestUnitsOutstanding" name="NonvotingCommonInterestUnitsOutstanding" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_NorthIslandHoldingsInvestmentAgreementMember" name="NorthIslandHoldingsInvestmentAgreementMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NumberOfBorrowingBases" name="NumberOfBorrowingBases" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_NumberOfBrokerDealerSubsidiariesCommittedFacilityIsAvailableTo" name="NumberOfBrokerDealerSubsidiariesCommittedFacilityIsAvailableTo" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_NumberOfBrokerDealerSubsidiariesOfEntity" name="NumberOfBrokerDealerSubsidiariesOfEntity" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_NumberOfBusinessesOperatedAndManagedAs" name="NumberOfBusinessesOperatedAndManagedAs" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NumberOfClassesOfCommonStock" name="NumberOfClassesOfCommonStock" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo" name="NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_NumberOfNonOperatingSegments" name="NumberOfNonOperatingSegments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NumberOfOtherInvestorsInJointVenture" name="NumberOfOtherInvestorsInJointVenture" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_NumberOfSecuredCreditFacilities" name="NumberOfSecuredCreditFacilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_NumberOfVotesToStockholders" name="NumberOfVotesToStockholders" nillable="true" substitutionGroup="xbrli:item" type="xbrli:integerItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_OccupancyLeaseExpense" name="OccupancyLeaseExpense" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_OffsettingAssetsAndOffsettingLiabilitiesTableTextBlock" name="OffsettingAssetsAndOffsettingLiabilitiesTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract" name="OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OffsettingTradingAssetsAtFairValueAbstract" name="OffsettingTradingAssetsAtFairValueAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OffsettingTradingLiabilitiesAtFairValueAbstract" name="OffsettingTradingLiabilitiesAtFairValueAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_OperatingLossCarryforwardsAndTaxCreditsValuationAllowance" name="OperatingLossCarryforwardsAndTaxCreditsValuationAllowance" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems" name="OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable" name="OrganizationConsolidationAndPresentationOfFinancialStatementsTable" nillable="true" substitutionGroup="xbrldt:hypercubeItem" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OtherCountriesMember" name="OtherCountriesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OtherSourcesMember" name="OtherSourcesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_OvernightAndContinuousMember" name="OvernightAndContinuousMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_PayablesToBrokerDealersAndClearingOrganizationsMember" name="PayablesToBrokerDealersAndClearingOrganizationsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_PaymentOfTaxReceivableAgreementObligations" name="PaymentOfTaxReceivableAgreementObligations" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_PaymentsForOrderFlowPolicyTextBlock" name="PaymentsForOrderFlowPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_PaymentsForRepurchaseOfCommonUnits" name="PaymentsForRepurchaseOfCommonUnits" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_PaymentsForRepurchaseOfMemberUnitsAndCommonStock" name="PaymentsForRepurchaseOfMemberUnitsAndCommonStock" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_PaymentsForRepurchaseOfMemberUnitsAndCommonStockSecondaryOffering" name="PaymentsForRepurchaseOfMemberUnitsAndCommonStockSecondaryOffering" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_PercentageOfNYSETransactionDollarVolume" name="PercentageOfNYSETransactionDollarVolume" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor" name="PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_PercentageOwnershipOfVotingSharesOfJointVentureHeldByEachInvestor" name="PercentageOwnershipOfVotingSharesOfJointVentureHeldByEachInvestor" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_ProceedsFromDispositionOfAssetsToJointVenture" name="ProceedsFromDispositionOfAssetsToJointVenture" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_ProceedsFromIssuanceOfCommonStockSecondaryOffering" name="ProceedsFromIssuanceOfCommonStockSecondaryOffering" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_ProceedsPaymentsFromIssuanceOfCommonStockNetOfOfferingCosts" name="ProceedsPaymentsFromIssuanceOfCommonStockNetOfOfferingCosts" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_ReceivablesFromBrokerDealersAndClearingOrganizationsMember" name="ReceivablesFromBrokerDealersAndClearingOrganizationsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ReceivablesFromOrPayablesToBrokerDealersAndClearingOrganizationsPolicyTextBlock" name="ReceivablesFromOrPayablesToBrokerDealersAndClearingOrganizationsPolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_RegulatoryCapitalRequirementTextBlock" name="RegulatoryCapitalRequirementTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_RegulatoryCapitalandRegulatoryCapitalRequirementTableTextBlock" name="RegulatoryCapitalandRegulatoryCapitalRequirementTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_RepurchaseAgreementRemainingContractualMaturity" name="RepurchaseAgreementRemainingContractualMaturity" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_RequiredNetCapitalUnderExchangeAct" name="RequiredNetCapitalUnderExchangeAct" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_RequiredNetCapitalUnderExchangeActForEveryTransactionDollarVolume" name="RequiredNetCapitalUnderExchangeActForEveryTransactionDollarVolume" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_SBIJapannextMember" name="SBIJapannextMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ScheduleOfFutureMinimumRentalPaymentsForCapitalAndOperatingLeasesTableTextBlock" name="ScheduleOfFutureMinimumRentalPaymentsForCapitalAndOperatingLeasesTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ScheduleOfInterestExpenseOnDebtTableTextBlock" name="ScheduleOfInterestExpenseOnDebtTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ScheduleOfReconciliationOfNetIncomeBeforeNoncontrollingInterestToNetIncomeAvailableForCommonStockholdersTableTextBlock" name="ScheduleOfReconciliationOfNetIncomeBeforeNoncontrollingInterestToNetIncomeAvailableForCommonStockholdersTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ScheduleOfRemainingContractualMaturityAndClassOfCollateralPledgedTableTextBlock" name="ScheduleOfRemainingContractualMaturityAndClassOfCollateralPledgedTableTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SecuritiesBorrowedAndSecuritiesLoanedMinimumInitialCollateralAdvancedOrReceivedExpressedAsPercentageOfFairValueOfUnderlyingSecuritiesBorrowedOrLoaned" name="SecuritiesBorrowedAndSecuritiesLoanedMinimumInitialCollateralAdvancedOrReceivedExpressedAsPercentageOfFairValueOfUnderlyingSecuritiesBorrowedOrLoaned" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SecuritiesBorrowedAtMarketValue" name="SecuritiesBorrowedAtMarketValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract" name="SecuritiesBorrowedGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SecuritiesBorrowedNet" name="SecuritiesBorrowedNet" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_SecuritiesBorrowedNotOffsetFinancialInstruments" name="SecuritiesBorrowedNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_SecuritiesLendingTransactionRemainingContractualMaturity" name="SecuritiesLendingTransactionRemainingContractualMaturity" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract" name="SecuritiesLoanedGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SecuritiesLoanedNet" name="SecuritiesLoanedNet" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_SecuritiesLoanedNotOffsetFinancialInstruments" name="SecuritiesLoanedNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract" name="SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SecuritiesSoldUnderAgreementsToRepurchaseNet" name="SecuritiesSoldUnderAgreementsToRepurchaseNet" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_SecuritiesSoldUnderAgreementsToRepurchaseNotOffsetFinancialInstruments" name="SecuritiesSoldUnderAgreementsToRepurchaseNotOffsetFinancialInstruments" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_SeniorSecuredCreditFacilityFourthAmendmentMember" name="SeniorSecuredCreditFacilityFourthAmendmentMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_SeniorSecuredCreditFacilityMember" name="SeniorSecuredCreditFacilityMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_SeniorSecuredFirstLienTermLoanMember" name="SeniorSecuredFirstLienTermLoanMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_SeniorSecuredNotesDue2020Member" name="SeniorSecuredNotesDue2020Member" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_SeniorSecuredSecondLienNotesMember" name="SeniorSecuredSecondLienNotesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_ShareBasedCompensationExpenseVestedUponInitialPublicOffering" name="ShareBasedCompensationExpenseVestedUponInitialPublicOffering" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_SharesConvertedIntoRightToReceiveCash" name="SharesConvertedIntoRightToReceiveCash" nillable="true" substitutionGroup="xbrli:item" type="num:perShareItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_SharesIssuedOfferingPricePerShare" name="SharesIssuedOfferingPricePerShare" nillable="true" substitutionGroup="xbrli:item" type="num:perShareItemType" xbrli:periodType="instant" />
  <xsd:element id="virt_ShortTermCreditFacilities" name="ShortTermCreditFacilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_ShortTermCreditFacilitiesMember" name="ShortTermCreditFacilitiesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_StockIssuedDuringPeriodSecondaryOfferingSharesNewIssues" name="StockIssuedDuringPeriodSecondaryOfferingSharesNewIssues" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_StockIssuedDuringPeriodSecondaryOfferingValueNewIssues" name="StockIssuedDuringPeriodSecondaryOfferingValueNewIssues" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_StockIssuedDuringPeriodSharesEmployeeExchanges" name="StockIssuedDuringPeriodSharesEmployeeExchanges" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_StockRepurchaseProgramIncreaseInAuthorizedAmount" name="StockRepurchaseProgramIncreaseInAuthorizedAmount" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="duration" />
  <xsd:element id="virt_StockRepurchasedDuringPeriodNetOfOfferingCostsAdjustmentShares" name="StockRepurchasedDuringPeriodNetOfOfferingCostsAdjustmentShares" nillable="true" substitutionGroup="xbrli:item" type="xbrli:sharesItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_StockRepurchasedDuringPeriodNetOfOfferingCostsAdjustmentValue" name="StockRepurchasedDuringPeriodNetOfOfferingCostsAdjustmentValue" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_SwinglineSubfacilityMember" name="SwinglineSubfacilityMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TaxCutsAndJobsActOf2017IncompleteAccountingChangeInTaxRateDeferredTaxAssetProvisionalIncomeTaxExpense" name="TaxCutsAndJobsActOf2017IncompleteAccountingChangeInTaxRateDeferredTaxAssetProvisionalIncomeTaxExpense" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="duration" />
  <xsd:element id="virt_TaxReceivableAgreementObligations" name="TaxReceivableAgreementObligations" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_TaxReceivableAgreementObligationsOverPeriodMaximumYearlyPaymentRange" name="TaxReceivableAgreementObligationsOverPeriodMaximumYearlyPaymentRange" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_TaxReceivableAgreementObligationsOverPeriodMinimumYearlyPaymentRange" name="TaxReceivableAgreementObligationsOverPeriodMinimumYearlyPaymentRange" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element id="virt_TaxReceivableAgreementObligationsSettlementTerm" name="TaxReceivableAgreementObligationsSettlementTerm" nillable="true" substitutionGroup="xbrli:item" type="xbrli:durationItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TaxReceivableAgreementPaymentReceivable" name="TaxReceivableAgreementPaymentReceivable" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_TaxReceivableAgreementPaymentsPercentageOfCashTaxSavings" name="TaxReceivableAgreementPaymentsPercentageOfCashTaxSavings" nillable="true" substitutionGroup="xbrli:item" type="num:percentItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TaxReceivableAgreementReceivableAnnualPayment" name="TaxReceivableAgreementReceivableAnnualPayment" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_TaxReceivableAgreementsAbstract" name="TaxReceivableAgreementsAbstract" nillable="true" substitutionGroup="xbrli:item" type="xbrli:stringItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TaxReceivableAgreementsDisclosureTextBlock" name="TaxReceivableAgreementsDisclosureTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_TechnologyServicesMember" name="TechnologyServicesMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_TemasekInvestmentMember" name="TemasekInvestmentMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TimePeriodOfProjectedIncomeToDetermineFairValueOfEquityMethodInvestment" name="TimePeriodOfProjectedIncomeToDetermineFairValueOfEquityMethodInvestment" nillable="true" substitutionGroup="xbrli:item" type="xbrli:durationItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_TradingIncomePolicyTextBlock" name="TradingIncomePolicyTextBlock" nillable="true" substitutionGroup="xbrli:item" type="nonnum:textBlockItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_USAndNonUSGovernmentObligationsMember" name="USAndNonUSGovernmentObligationsMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_UncommittedBrokerDealerCreditFacilityMember" name="UncommittedBrokerDealerCreditFacilityMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element id="virt_UnsettledTradeAssets" name="UnsettledTradeAssets" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="debit" xbrli:periodType="instant" />
  <xsd:element id="virt_UnsettledTradeLiabilities" name="UnsettledTradeLiabilities" nillable="true" substitutionGroup="xbrli:item" type="xbrli:monetaryItemType" xbrli:balance="credit" xbrli:periodType="instant" />
  <xsd:element abstract="true" id="virt_VFHParentLLCMember" name="VFHParentLLCMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_VirtuAmericasLlcMember" name="VirtuAmericasLlcMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_VirtuFinancialBdLlcMember" name="VirtuFinancialBdLlcMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_VirtuFinancialCapitalMarketsLlcMember" name="VirtuFinancialCapitalMarketsLlcMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
  <xsd:element abstract="true" id="virt_VirtuFinancialLlcMember" name="VirtuFinancialLlcMember" nillable="true" substitutionGroup="xbrli:item" type="nonnum:domainItemType" xbrli:periodType="duration" />
</xsd:schema>
