<?xml version="1.0" encoding="US-ASCII"?>
<!--XBRL Document Created with Wdesk from Workiva-->
<!-- -->
<link:linkbase xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd" xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
  <link:roleRef roleURI="http://www.virtu.com/role/AcquisitionOfKcgHoldingsInc" xlink:href="virt-20180630.xsd#AcquisitionOfKcgHoldingsInc" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncIntangibleAssetsDetails" xlink:href="virt-20180630.xsd#AcquisitionOfKcgHoldingsIncIntangibleAssetsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncNarrativeDetails" xlink:href="virt-20180630.xsd#AcquisitionOfKcgHoldingsIncNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncTables" xlink:href="virt-20180630.xsd#AcquisitionOfKcgHoldingsIncTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/Borrowings" xlink:href="virt-20180630.xsd#Borrowings" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails" xlink:href="virt-20180630.xsd#BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails" xlink:href="virt-20180630.xsd#BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsFourthAmendedAndRestatedCreditAgreementDetails" xlink:href="virt-20180630.xsd#BorrowingsFourthAmendedAndRestatedCreditAgreementDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsFutureMinimumPrincipalPaymentsDetails" xlink:href="virt-20180630.xsd#BorrowingsFutureMinimumPrincipalPaymentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsInterestExpenseOnBrokerDealerFacilitiesDetails" xlink:href="virt-20180630.xsd#BorrowingsInterestExpenseOnBrokerDealerFacilitiesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsLongTermBorrowingsDetails" xlink:href="virt-20180630.xsd#BorrowingsLongTermBorrowingsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsSbiBondsDetails" xlink:href="virt-20180630.xsd#BorrowingsSbiBondsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsSeniorSecuredSecondLienNotesDetails" xlink:href="virt-20180630.xsd#BorrowingsSeniorSecuredSecondLienNotesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsShortTermCreditFacilitiesDetails" xlink:href="virt-20180630.xsd#BorrowingsShortTermCreditFacilitiesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/BorrowingsTables" xlink:href="virt-20180630.xsd#BorrowingsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructure" xlink:href="virt-20180630.xsd#CapitalStructure" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureAcquisitionOfKcgDetails" xlink:href="virt-20180630.xsd#CapitalStructureAcquisitionOfKcgDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureAdditionalInformationDetails" xlink:href="virt-20180630.xsd#CapitalStructureAdditionalInformationDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureAmendedAndRestated2015ManagementIncentivePlanDetails" xlink:href="virt-20180630.xsd#CapitalStructureAmendedAndRestated2015ManagementIncentivePlanDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureEmployeeExchangesDetails" xlink:href="virt-20180630.xsd#CapitalStructureEmployeeExchangesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureSecondaryOfferingsDetails" xlink:href="virt-20180630.xsd#CapitalStructureSecondaryOfferingsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CapitalStructureShareRepurchaseProgramDetails" xlink:href="virt-20180630.xsd#CapitalStructureShareRepurchaseProgramDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CollateralizedTransactions" xlink:href="virt-20180630.xsd#CollateralizedTransactions" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CollateralizedTransactionsDetails" xlink:href="virt-20180630.xsd#CollateralizedTransactionsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CollateralizedTransactionsTables" xlink:href="virt-20180630.xsd#CollateralizedTransactionsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuarantees" xlink:href="virt-20180630.xsd#CommitmentsContingenciesAndGuarantees" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesDetails" xlink:href="virt-20180630.xsd#CommitmentsContingenciesAndGuaranteesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsOfCashFlowsUnaudited" xlink:href="virt-20180630.xsd#CondensedConsolidatedStatementsOfCashFlowsUnaudited" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsOfChangesInEquityUnaudited" xlink:href="virt-20180630.xsd#CondensedConsolidatedStatementsOfChangesInEquityUnaudited" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsOfComprehensiveIncomeUnaudited" xlink:href="virt-20180630.xsd#CondensedConsolidatedStatementsOfComprehensiveIncomeUnaudited" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsOfFinancialConditionUnaudited" xlink:href="virt-20180630.xsd#CondensedConsolidatedStatementsOfFinancialConditionUnaudited" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/CondensedConsolidatedStatementsOfFinancialConditionUnauditedParenthetical" xlink:href="virt-20180630.xsd#CondensedConsolidatedStatementsOfFinancialConditionUnauditedParenthetical" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/DerivativeInstruments" xlink:href="virt-20180630.xsd#DerivativeInstruments" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/DerivativeInstrumentsFairValueOfDerivativeInstrumentsDetails" xlink:href="virt-20180630.xsd#DerivativeInstrumentsFairValueOfDerivativeInstrumentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/DerivativeInstrumentsGainFromDerivativeInstrumentsDetails" xlink:href="virt-20180630.xsd#DerivativeInstrumentsGainFromDerivativeInstrumentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/DerivativeInstrumentsTables" xlink:href="virt-20180630.xsd#DerivativeInstrumentsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/DocumentAndEntityInformation" xlink:href="virt-20180630.xsd#DocumentAndEntityInformation" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/EarningsPerShare" xlink:href="virt-20180630.xsd#EarningsPerShare" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/EarningsPerShareBasicDetails" xlink:href="virt-20180630.xsd#EarningsPerShareBasicDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/EarningsPerShareDilutedDetails" xlink:href="virt-20180630.xsd#EarningsPerShareDilutedDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/EarningsPerShareReconciliationDetails" xlink:href="virt-20180630.xsd#EarningsPerShareReconciliationDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/EarningsPerShareTables" xlink:href="virt-20180630.xsd#EarningsPerShareTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilities" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilities" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesLevel3FinancialInstrumentsDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesLevel3FinancialInstrumentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesMeasuredOnRecurringBasisDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesMeasuredOnRecurringBasisDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNettingOfCertainFinancialAssetsDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesNettingOfCertainFinancialAssetsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNettingOfCertainFinancialLiabilitiesDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesNettingOfCertainFinancialLiabilitiesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNotMeasuredAtFairValueDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesNotMeasuredAtFairValueDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesReceivableFromBatsDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesReceivableFromBatsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesSbiInvestmentDetails" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesSbiInvestmentDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesTables" xlink:href="virt-20180630.xsd#FinancialAssetsAndLiabilitiesTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegments" xlink:href="virt-20180630.xsd#GeographicInformationAndBusinessSegments" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsRevenuesByGeographicAreaDetails" xlink:href="virt-20180630.xsd#GeographicInformationAndBusinessSegmentsRevenuesByGeographicAreaDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsSegmentsDetails" xlink:href="virt-20180630.xsd#GeographicInformationAndBusinessSegmentsSegmentsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsTables" xlink:href="virt-20180630.xsd#GeographicInformationAndBusinessSegmentsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssets" xlink:href="virt-20180630.xsd#GoodwillAndIntangibleAssets" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsGoodwillDetails" xlink:href="virt-20180630.xsd#GoodwillAndIntangibleAssetsGoodwillDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsGoodwillNarrativeDetails" xlink:href="virt-20180630.xsd#GoodwillAndIntangibleAssetsGoodwillNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsIntangibleAssetsDetails" xlink:href="virt-20180630.xsd#GoodwillAndIntangibleAssetsIntangibleAssetsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/GoodwillAndIntangibleAssetsTables" xlink:href="virt-20180630.xsd#GoodwillAndIntangibleAssetsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/IncomeTaxes" xlink:href="virt-20180630.xsd#IncomeTaxes" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/IncomeTaxesDetails" xlink:href="virt-20180630.xsd#IncomeTaxesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/OrganizationAndBasisOfPresentation" xlink:href="virt-20180630.xsd#OrganizationAndBasisOfPresentation" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/OrganizationAndBasisOfPresentationDetails" xlink:href="virt-20180630.xsd#OrganizationAndBasisOfPresentationDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizations" xlink:href="virt-20180630.xsd#ReceivablesFromPayablesToBrokerDealersAndClearingOrganizations" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsDetails" xlink:href="virt-20180630.xsd#ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsTables" xlink:href="virt-20180630.xsd#ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RegulatoryRequirement" xlink:href="virt-20180630.xsd#RegulatoryRequirement" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RegulatoryRequirementNarrativeDetails" xlink:href="virt-20180630.xsd#RegulatoryRequirementNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RegulatoryRequirementRegulatoryCapitalAndCapitalRequirementsDetails" xlink:href="virt-20180630.xsd#RegulatoryRequirementRegulatoryCapitalAndCapitalRequirementsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RegulatoryRequirementTables" xlink:href="virt-20180630.xsd#RegulatoryRequirementTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RelatedPartyTransactions" xlink:href="virt-20180630.xsd#RelatedPartyTransactions" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RelatedPartyTransactionsDetails" xlink:href="virt-20180630.xsd#RelatedPartyTransactionsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomers" xlink:href="virt-20180630.xsd#RevenuesFromContractsWithCustomers" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomersDetails" xlink:href="virt-20180630.xsd#RevenuesFromContractsWithCustomersDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/RevenuesFromContractsWithCustomersTables" xlink:href="virt-20180630.xsd#RevenuesFromContractsWithCustomersTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SaleOfBondpoint" xlink:href="virt-20180630.xsd#SaleOfBondpoint" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SaleOfBondpointNarrativeDetails" xlink:href="virt-20180630.xsd#SaleOfBondpointNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SaleOfBondpointSummaryOfCarryingValueAndGainOnSaleDetails" xlink:href="virt-20180630.xsd#SaleOfBondpointSummaryOfCarryingValueAndGainOnSaleDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SaleOfBondpointTables" xlink:href="virt-20180630.xsd#SaleOfBondpointTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ShareBasedCompensation" xlink:href="virt-20180630.xsd#ShareBasedCompensation" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ShareBasedCompensationNarrativeDetails" xlink:href="virt-20180630.xsd#ShareBasedCompensationNarrativeDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ShareBasedCompensationSummaryOfActivityInOptionsDetails" xlink:href="virt-20180630.xsd#ShareBasedCompensationSummaryOfActivityInOptionsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ShareBasedCompensationSummaryOfActivityInRsusDetails" xlink:href="virt-20180630.xsd#ShareBasedCompensationSummaryOfActivityInRsusDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/ShareBasedCompensationTables" xlink:href="virt-20180630.xsd#ShareBasedCompensationTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SubsequentEvents" xlink:href="virt-20180630.xsd#SubsequentEvents" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SubsequentEventsDetails" xlink:href="virt-20180630.xsd#SubsequentEventsDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPolicies" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPolicies" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesCapitalizedSoftwareDetails" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesCapitalizedSoftwareDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPolicies" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesPolicies" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPropertyEquipmentAndOccupancyDetails" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesPropertyEquipmentAndOccupancyDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesSecuritiesBorrowedAndSecuritiesLoanedDetails" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesSecuritiesBorrowedAndSecuritiesLoanedDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesShareBasedCompensationDetails" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesShareBasedCompensationDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesTables" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesTables" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesVariableInterestEntitiesDetails" xlink:href="virt-20180630.xsd#SummaryOfSignificantAccountingPoliciesVariableInterestEntitiesDetails" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/TaxReceivableAgreements" xlink:href="virt-20180630.xsd#TaxReceivableAgreements" xlink:type="simple" />
  <link:roleRef roleURI="http://www.virtu.com/role/TaxReceivableAgreementsDetails" xlink:href="virt-20180630.xsd#TaxReceivableAgreementsDetails" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension" xlink:type="simple" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/AcquisitionOfKcgHoldingsInc" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncIntangibleAssetsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionLineItems" xlink:label="loc_us-gaap_BusinessAcquisitionLineItems_BB785DBD3F13E3C5D204BA17688855BB" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable" xlink:label="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_48F97C7F4C8DFF0C05DBBA176884FCAA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_BB785DBD3F13E3C5D204BA17688855BB" xlink:to="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_48F97C7F4C8DFF0C05DBBA176884FCAA" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAxis" xlink:label="loc_us-gaap_BusinessAcquisitionAxis_9268E39B4BC1DECEF399BA17688426DC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_48F97C7F4C8DFF0C05DBBA176884FCAA" xlink:to="loc_us-gaap_BusinessAcquisitionAxis_9268E39B4BC1DECEF399BA17688426DC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9DFF90C2C7E931EBD478BA17688492EE_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_9268E39B4BC1DECEF399BA17688426DC" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9DFF90C2C7E931EBD478BA17688492EE_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9DFF90C2C7E931EBD478BA17688492EE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_9268E39B4BC1DECEF399BA17688426DC" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9DFF90C2C7E931EBD478BA17688492EE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_KcgHoldingsMember" xlink:label="loc_virt_KcgHoldingsMember_29072B3199A65F04A8ECBA176885845F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9DFF90C2C7E931EBD478BA17688492EE" xlink:to="loc_virt_KcgHoldingsMember_29072B3199A65F04A8ECBA176885845F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_6371991183F57D10BFA3BA17688525E7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_48F97C7F4C8DFF0C05DBBA176884FCAA" xlink:to="loc_srt_RangeAxis_6371991183F57D10BFA3BA17688525E7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_6371991183F57D10BFA3BA17688525E7" xlink:to="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_6371991183F57D10BFA3BA17688525E7" xlink:to="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_2DA31BA9C0D8C64C349EBA176886B125" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550" xlink:to="loc_srt_MinimumMember_2DA31BA9C0D8C64C349EBA176886B125" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_F01B79D0F3C9B7685CA6BA1768866CBB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_364C8F0FF2C46AD331BFBA1768851550" xlink:to="loc_srt_MaximumMember_F01B79D0F3C9B7685CA6BA1768866CBB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_AC6D8B4DFF24C3EB3478BA17688678CA" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfFiniteLivedIntangibleAssetsTable_48F97C7F4C8DFF0C05DBBA176884FCAA" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_AC6D8B4DFF24C3EB3478BA17688678CA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_AC6D8B4DFF24C3EB3478BA17688678CA" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_AC6D8B4DFF24C3EB3478BA17688678CA" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TechnologyBasedIntangibleAssetsMember" xlink:label="loc_us-gaap_TechnologyBasedIntangibleAssetsMember_57749A767E649E274DE6BA17688747A2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:to="loc_us-gaap_TechnologyBasedIntangibleAssetsMember_57749A767E649E274DE6BA17688747A2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CustomerRelationshipsMember" xlink:label="loc_us-gaap_CustomerRelationshipsMember_D8F2C96B152964039FA2BA17688797C1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:to="loc_us-gaap_CustomerRelationshipsMember_D8F2C96B152964039FA2BA17688797C1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TradeNamesMember" xlink:label="loc_us-gaap_TradeNamesMember_7F4ECBF059FE8C4D5E68BA1768879B56" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:to="loc_us-gaap_TradeNamesMember_7F4ECBF059FE8C4D5E68BA1768879B56" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffMarketFavorableLeaseMember" xlink:label="loc_us-gaap_OffMarketFavorableLeaseMember_E465342B19526707AA5ABA176887ABE5" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:to="loc_us-gaap_OffMarketFavorableLeaseMember_E465342B19526707AA5ABA176887ABE5" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeMembershipsMember" xlink:label="loc_virt_ExchangeMembershipsMember_3253DCA2C97E3F14CAC6BA176888FE78" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_A9A9237AC81FB24FDF5BBA1768861E5F" xlink:to="loc_virt_ExchangeMembershipsMember_3253DCA2C97E3F14CAC6BA176888FE78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract" xlink:label="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_BB785DBD3F13E3C5D204BA17688855BB" xlink:to="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_AE0A00B1625B7001F162BA1768893CAC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_AE0A00B1625B7001F162BA1768893CAC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_D3C740E26C2BE6546963BA1768890A55" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:to="loc_us-gaap_Goodwill_D3C740E26C2BE6546963BA1768890A55" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IntangibleAssetsNetIncludingGoodwill" xlink:label="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_8EE4B0C633694F93E74CBA1768899938" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:to="loc_us-gaap_IntangibleAssetsNetIncludingGoodwill_8EE4B0C633694F93E74CBA1768899938" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsRemainingAmortizationPeriod1" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsRemainingAmortizationPeriod1_D9D6326FDEEF3BDDC165BA176889D354" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IntangibleAssetsNetIncludingGoodwillAbstract_C2CC88B7D0034113E574BA1768885860" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsRemainingAmortizationPeriod1_D9D6326FDEEF3BDDC165BA176889D354" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionLineItems" xlink:label="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable" xlink:label="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAxis" xlink:label="loc_us-gaap_BusinessAcquisitionAxis_344F9A4DA8B5F5B4487200D20142E4DB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:to="loc_us-gaap_BusinessAcquisitionAxis_344F9A4DA8B5F5B4487200D20142E4DB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9603798592137BC83CCB00D201428B27_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_344F9A4DA8B5F5B4487200D20142E4DB" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9603798592137BC83CCB00D201428B27_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9603798592137BC83CCB00D201428B27" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_344F9A4DA8B5F5B4487200D20142E4DB" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9603798592137BC83CCB00D201428B27" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_KcgHoldingsMember" xlink:label="loc_virt_KcgHoldingsMember_6280EBA59FCF24D3C47500D20142F1A2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionAcquireeDomain_9603798592137BC83CCB00D201428B27" xlink:to="loc_virt_KcgHoldingsMember_6280EBA59FCF24D3C47500D20142F1A2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_C37C548CDAF7DD1E7BCE00D2014319FC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:to="loc_us-gaap_StatementClassOfStockAxis_C37C548CDAF7DD1E7BCE00D2014319FC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_2E927D00A19CBEE6FFAE00D20143B296_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_C37C548CDAF7DD1E7BCE00D2014319FC" xlink:to="loc_us-gaap_ClassOfStockDomain_2E927D00A19CBEE6FFAE00D20143B296_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_2E927D00A19CBEE6FFAE00D20143B296" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_C37C548CDAF7DD1E7BCE00D2014319FC" xlink:to="loc_us-gaap_ClassOfStockDomain_2E927D00A19CBEE6FFAE00D20143B296" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_B14F6BB4A54442A464F200D201432ACA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_2E927D00A19CBEE6FFAE00D20143B296" xlink:to="loc_us-gaap_CommonClassAMember_B14F6BB4A54442A464F200D201432ACA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeAxis" xlink:label="loc_us-gaap_InvestmentTypeAxis_902942A7AA7832A3792E00D201438343" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:to="loc_us-gaap_InvestmentTypeAxis_902942A7AA7832A3792E00D201438343" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentTypeAxis_902942A7AA7832A3792E00D201438343" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentTypeAxis_902942A7AA7832A3792E00D201438343" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ArandaInvestmentAgreementMember" xlink:label="loc_virt_ArandaInvestmentAgreementMember_319AFE0442EF0D778D9600D201444C41" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB" xlink:to="loc_virt_ArandaInvestmentAgreementMember_319AFE0442EF0D778D9600D201444C41" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TemasekInvestmentMember" xlink:label="loc_virt_TemasekInvestmentMember_5FC3681BD66BABEAA6F800D201448A25" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB" xlink:to="loc_virt_TemasekInvestmentMember_5FC3681BD66BABEAA6F800D201448A25" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NorthIslandHoldingsInvestmentAgreementMember" xlink:label="loc_virt_NorthIslandHoldingsInvestmentAgreementMember_8970B806541B8538D18A00D201441F2A" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_EAF53F367F3E310A31A400D2014425AB" xlink:to="loc_virt_NorthIslandHoldingsInvestmentAgreementMember_8970B806541B8538D18A00D201441F2A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_F331B86ED1134A130AD400D201440E2B" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:to="loc_us-gaap_CreditFacilityAxis_F331B86ED1134A130AD400D201440E2B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_8B8AA6A8616B2F51A0F700D201459F99_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_F331B86ED1134A130AD400D201440E2B" xlink:to="loc_us-gaap_CreditFacilityDomain_8B8AA6A8616B2F51A0F700D201459F99_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_8B8AA6A8616B2F51A0F700D201459F99" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_F331B86ED1134A130AD400D201440E2B" xlink:to="loc_us-gaap_CreditFacilityDomain_8B8AA6A8616B2F51A0F700D201459F99" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredNotesDue2020Member" xlink:label="loc_virt_SeniorSecuredNotesDue2020Member_5B4B925A30E1474591E800D20145954E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_8B8AA6A8616B2F51A0F700D201459F99" xlink:to="loc_virt_SeniorSecuredNotesDue2020Member_5B4B925A30E1474591E800D20145954E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_4EBFE0847FE3203A706E00D20145E077" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfBusinessAcquisitionsByAcquisitionTable_BC55D87843C5FF4790F100D201414F81" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_4EBFE0847FE3203A706E00D20145E077" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_4EBFE0847FE3203A706E00D20145E077" xlink:to="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_4EBFE0847FE3203A706E00D20145E077" xlink:to="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MarketMakingSegmentMember" xlink:label="loc_virt_MarketMakingSegmentMember_7DCB0F71E5699CC406C800D20146257E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830" xlink:to="loc_virt_MarketMakingSegmentMember_7DCB0F71E5699CC406C800D20146257E" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TechnologyAndExecutionServicesMember" xlink:label="loc_virt_TechnologyAndExecutionServicesMember_E4F3262D2E5B212800FD00D2014B843A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_BCBA5BBF5FFB51B62FB500D20146C830" xlink:to="loc_virt_TechnologyAndExecutionServicesMember_E4F3262D2E5B212800FD00D2014B843A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockParOrStatedValuePerShare" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_687F4D9C04297D908CF700D2014C8A0A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_687F4D9C04297D908CF700D2014C8A0A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SharesConvertedIntoRightToReceiveCash" xlink:label="loc_virt_SharesConvertedIntoRightToReceiveCash_75FEDC32A82189D7F36E00D2014C57EF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_virt_SharesConvertedIntoRightToReceiveCash_75FEDC32A82189D7F36E00D2014C57EF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_FD4ACC29B354F609785400D2014C6555" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_FD4ACC29B354F609785400D2014C6555" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_5318C682A6D660FCC37400D2014CFAC9" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_5318C682A6D660FCC37400D2014CFAC9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsOfStockIssuanceCosts" xlink:label="loc_us-gaap_PaymentsOfStockIssuanceCosts_3ACCE1F10E3D75804F0500D2014C8022" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_PaymentsOfStockIssuanceCosts_3ACCE1F10E3D75804F0500D2014C8022" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentInterestRateStatedPercentage" xlink:label="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_DDCF5508226468CA02A900D2014DB10A" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_DDCF5508226468CA02A900D2014DB10A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentRedemptionPricePercentage" xlink:label="loc_us-gaap_DebtInstrumentRedemptionPricePercentage_A6A158B4A73C3380E04D00D2014DFF5A" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_DebtInstrumentRedemptionPricePercentage_A6A158B4A73C3380E04D00D2014DFF5A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_0A0243E5810BB988138A00D2014DC3AA" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_0A0243E5810BB988138A00D2014DC3AA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessCombinationRecognizedIdentifiableAssetsAcquiredGoodwillAndLiabilitiesAssumedNet" xlink:label="loc_us-gaap_BusinessCombinationRecognizedIdentifiableAssetsAcquiredGoodwillAndLiabilitiesAssumedNet_FB548DBAC887541E4D6B00D2014D6220" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_BusinessCombinationRecognizedIdentifiableAssetsAcquiredGoodwillAndLiabilitiesAssumedNet_FB548DBAC887541E4D6B00D2014D6220" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionSharePrice" xlink:label="loc_us-gaap_BusinessAcquisitionSharePrice_FD824E29E7E18D8B692400D2014DCD7B" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_BusinessAcquisitionSharePrice_FD824E29E7E18D8B692400D2014DCD7B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_3AF9D752A3A81A4609A600D2014E5F87" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_Goodwill_3AF9D752A3A81A4609A600D2014E5F87" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredIncomeTaxAssetsNet" xlink:label="loc_us-gaap_DeferredIncomeTaxAssetsNet_D84C29FAB094AA9ADA9700D2014EE605" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionLineItems_592BC1B8A2CDB6D1F48100D2014B4BE9" xlink:to="loc_us-gaap_DeferredIncomeTaxAssetsNet_D84C29FAB094AA9ADA9700D2014EE605" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/AcquisitionOfKcgHoldingsIncTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/Borrowings" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesCarryingValuesNetDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityLineItems" xlink:label="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityTable" xlink:label="loc_us-gaap_LineOfCreditFacilityTable_948FC86DADA945E8C33FBA1767D977F7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_LineOfCreditFacilityTable_948FC86DADA945E8C33FBA1767D977F7" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_0B440E9E5E38EA7F0BEABA1767D97D97" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_948FC86DADA945E8C33FBA1767D977F7" xlink:to="loc_us-gaap_CreditFacilityAxis_0B440E9E5E38EA7F0BEABA1767D97D97" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_0B440E9E5E38EA7F0BEABA1767D97D97" xlink:to="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_0B440E9E5E38EA7F0BEABA1767D97D97" xlink:to="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_UncommittedBrokerDealerCreditFacilityMember" xlink:label="loc_virt_UncommittedBrokerDealerCreditFacilityMember_0B855F9C535DC389D4C5BA1767DA051B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323" xlink:to="loc_virt_UncommittedBrokerDealerCreditFacilityMember_0B855F9C535DC389D4C5BA1767DA051B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevolvingCreditFacilityMember" xlink:label="loc_us-gaap_RevolvingCreditFacilityMember_AB74F77699E51472F3F0BA1767DB8E04" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323" xlink:to="loc_us-gaap_RevolvingCreditFacilityMember_AB74F77699E51472F3F0BA1767DB8E04" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BrokerDealerCreditFacilitiesMember" xlink:label="loc_virt_BrokerDealerCreditFacilitiesMember_6B8EF555CECAC3FB7EFABA1767DB7ECD" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_DF5296575BB20B176E99BA1767DAA323" xlink:to="loc_virt_BrokerDealerCreditFacilitiesMember_6B8EF555CECAC3FB7EFABA1767DB7ECD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd" xlink:label="loc_us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd_32922E0E0DC0121D34E7BA1767DB521C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd_32922E0E0DC0121D34E7BA1767DB521C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount" xlink:label="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_B6E6BFC69266B375A29CBA1767DB9C8D" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_B6E6BFC69266B375A29CBA1767DB9C8D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="loc_us-gaap_DebtInstrumentCarryingAmount_C55F9DF79C553EDD0CEFBA1767DCE1B7" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_DebtInstrumentCarryingAmount_C55F9DF79C553EDD0CEFBA1767DCE1B7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredFinanceCostsNet" xlink:label="loc_us-gaap_DeferredFinanceCostsNet_18E8C5440AD007421D76BA1767DC90C2" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_DeferredFinanceCostsNet_18E8C5440AD007421D76BA1767DC90C2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongTermDebt" xlink:label="loc_us-gaap_LongTermDebt_88B775E6AD590A26238FBA1767DCEA9F" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_265F9ABBE8A3DB95ADA0BA1767DBE192" xlink:to="loc_us-gaap_LongTermDebt_88B775E6AD590A26238FBA1767DCEA9F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsBrokerDealerCreditFacilitiesNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityLineItems" xlink:label="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityTable" xlink:label="loc_us-gaap_LineOfCreditFacilityTable_7B61AEC7E1C214818654BA1767E97FF2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_us-gaap_LineOfCreditFacilityTable_7B61AEC7E1C214818654BA1767E97FF2" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_6A116A7AD1923AA0B74DBA1767EB2A30" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_7B61AEC7E1C214818654BA1767E97FF2" xlink:to="loc_us-gaap_CreditFacilityAxis_6A116A7AD1923AA0B74DBA1767EB2A30" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_6A116A7AD1923AA0B74DBA1767EB2A30" xlink:to="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_6A116A7AD1923AA0B74DBA1767EB2A30" xlink:to="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BrokerDealerCreditFacilitiesMember" xlink:label="loc_virt_BrokerDealerCreditFacilitiesMember_1128ACAF36A968B0F2E9BA1767EB4DBD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B" xlink:to="loc_virt_BrokerDealerCreditFacilitiesMember_1128ACAF36A968B0F2E9BA1767EB4DBD" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_UncommittedBrokerDealerCreditFacilityMember" xlink:label="loc_virt_UncommittedBrokerDealerCreditFacilityMember_6AB43380CD18846AFC52BA1767EB7ABB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_3AA3F29E330B048C9261BA1767EB869B" xlink:to="loc_virt_UncommittedBrokerDealerCreditFacilityMember_6AB43380CD18846AFC52BA1767EB7ABB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateAxis" xlink:label="loc_us-gaap_VariableRateAxis_F9FF77AA25BE44498C5BBA1767EC1F56" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_7B61AEC7E1C214818654BA1767E97FF2" xlink:to="loc_us-gaap_VariableRateAxis_F9FF77AA25BE44498C5BBA1767EC1F56" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateDomain" xlink:label="loc_us-gaap_VariableRateDomain_A05CF5379CD23F8C4415BA1767EC7C08_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_VariableRateAxis_F9FF77AA25BE44498C5BBA1767EC1F56" xlink:to="loc_us-gaap_VariableRateDomain_A05CF5379CD23F8C4415BA1767EC7C08_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateDomain" xlink:label="loc_us-gaap_VariableRateDomain_A05CF5379CD23F8C4415BA1767EC7C08" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_VariableRateAxis_F9FF77AA25BE44498C5BBA1767EC1F56" xlink:to="loc_us-gaap_VariableRateDomain_A05CF5379CD23F8C4415BA1767EC7C08" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:label="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_F49A92209D355B2C2295BA1767ECEF5E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableRateDomain_A05CF5379CD23F8C4415BA1767EC7C08" xlink:to="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_F49A92209D355B2C2295BA1767ECEF5E" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfSecuredCreditFacilities" xlink:label="loc_virt_NumberOfSecuredCreditFacilities_C8E55AADC4794DF2633CBA1767ED84A0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_virt_NumberOfSecuredCreditFacilities_C8E55AADC4794DF2633CBA1767ED84A0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount" xlink:label="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_1BC79D9F949531F7B5E1BA1767EDF111" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_1BC79D9F949531F7B5E1BA1767EDF111" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBorrowingBases" xlink:label="loc_virt_NumberOfBorrowingBases_4E2ABB900FEA6B315646BA1767ED52B3" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_virt_NumberOfBorrowingBases_4E2ABB900FEA6B315646BA1767ED52B3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBrokerDealerSubsidiariesOfEntity" xlink:label="loc_virt_NumberOfBrokerDealerSubsidiariesOfEntity_837DAC528ABF41A8BC0EBA1767EE74C8" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_virt_NumberOfBrokerDealerSubsidiariesOfEntity_837DAC528ABF41A8BC0EBA1767EE74C8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentBasisSpreadOnVariableRate1" xlink:label="loc_us-gaap_DebtInstrumentBasisSpreadOnVariableRate1_82031415D096BA05E7DABA1767EE1221" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_us-gaap_DebtInstrumentBasisSpreadOnVariableRate1_82031415D096BA05E7DABA1767EE1221" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBrokerDealerSubsidiariesCommittedFacilityIsAvailableTo" xlink:label="loc_virt_NumberOfBrokerDealerSubsidiariesCommittedFacilityIsAvailableTo_7EB749E4B6ADC03E99C7BA1767EE26E8" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_virt_NumberOfBrokerDealerSubsidiariesCommittedFacilityIsAvailableTo_7EB749E4B6ADC03E99C7BA1767EE26E8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_EE58608A9489355FAF22BA1767EE4F0B" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_EE58608A9489355FAF22BA1767EE4F0B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage" xlink:label="loc_us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage_3E7463205FA770C4DC5DBA1767EE1C33" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_C4747AC7B5C56E2982DFBA1767ED604B" xlink:to="loc_us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage_3E7463205FA770C4DC5DBA1767EE1C33" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsFourthAmendedAndRestatedCreditAgreementDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentLineItems" xlink:label="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentTable" xlink:label="loc_us-gaap_DebtInstrumentTable_6DB7AEF272A103ED7A53BA074AD4A902" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:to="loc_us-gaap_DebtInstrumentTable_6DB7AEF272A103ED7A53BA074AD4A902" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_81DD87B07724EC992987BA074ADB4C68" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_6DB7AEF272A103ED7A53BA074AD4A902" xlink:to="loc_us-gaap_DebtInstrumentAxis_81DD87B07724EC992987BA074ADB4C68" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_6C73CF86136DAC957922BA074ADBF9BA_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_81DD87B07724EC992987BA074ADB4C68" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_6C73CF86136DAC957922BA074ADBF9BA_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_6C73CF86136DAC957922BA074ADBF9BA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_81DD87B07724EC992987BA074ADB4C68" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_6C73CF86136DAC957922BA074ADBF9BA" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredCreditFacilityFourthAmendmentMember" xlink:label="loc_virt_SeniorSecuredCreditFacilityFourthAmendmentMember_C79E87C0890A07618E56BA074C9E3802" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_6C73CF86136DAC957922BA074ADBF9BA" xlink:to="loc_virt_SeniorSecuredCreditFacilityFourthAmendmentMember_C79E87C0890A07618E56BA074C9E3802" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateAxis" xlink:label="loc_us-gaap_VariableRateAxis_0705871153544201DEA2BA074ADCD1B7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_6DB7AEF272A103ED7A53BA074AD4A902" xlink:to="loc_us-gaap_VariableRateAxis_0705871153544201DEA2BA074ADCD1B7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateDomain" xlink:label="loc_us-gaap_VariableRateDomain_7B300A51D5984E78BB24BA074ADDF2B4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_VariableRateAxis_0705871153544201DEA2BA074ADCD1B7" xlink:to="loc_us-gaap_VariableRateDomain_7B300A51D5984E78BB24BA074ADDF2B4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableRateDomain" xlink:label="loc_us-gaap_VariableRateDomain_7B300A51D5984E78BB24BA074ADDF2B4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_VariableRateAxis_0705871153544201DEA2BA074ADCD1B7" xlink:to="loc_us-gaap_VariableRateDomain_7B300A51D5984E78BB24BA074ADDF2B4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LondonInterbankOfferedRateLIBORMember" xlink:label="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_F257FA0A6D846B0D24D5BA074CD61830" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableRateDomain_7B300A51D5984E78BB24BA074ADDF2B4" xlink:to="loc_us-gaap_LondonInterbankOfferedRateLIBORMember_F257FA0A6D846B0D24D5BA074CD61830" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="loc_us-gaap_DebtInstrumentCarryingAmount_CA56745D5E47F9C94065BA074B22E5CB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:to="loc_us-gaap_DebtInstrumentCarryingAmount_CA56745D5E47F9C94065BA074B22E5CB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RepaymentsOfLongTermDebt" xlink:label="loc_us-gaap_RepaymentsOfLongTermDebt_E1A486D0E7A99653A8BEBA074B4CB70B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:to="loc_us-gaap_RepaymentsOfLongTermDebt_E1A486D0E7A99653A8BEBA074B4CB70B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentBasisSpreadOnVariableRate1" xlink:label="loc_us-gaap_DebtInstrumentBasisSpreadOnVariableRate1_483C1ABB89B144BB433CBA074B7A97B6" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:to="loc_us-gaap_DebtInstrumentBasisSpreadOnVariableRate1_483C1ABB89B144BB433CBA074B7A97B6" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DebtInstrumentUnamortizedDiscountAccelerated" xlink:label="loc_virt_DebtInstrumentUnamortizedDiscountAccelerated_22EA9123D3D396B44B5BBA074BA14B78" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_8DEE9A8CE280186650B0BA074AE6640A" xlink:to="loc_virt_DebtInstrumentUnamortizedDiscountAccelerated_22EA9123D3D396B44B5BBA074BA14B78" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsFutureMinimumPrincipalPaymentsDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsInterestExpenseOnBrokerDealerFacilitiesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityLineItems" xlink:label="loc_us-gaap_LineOfCreditFacilityLineItems_FA0D66388DF4A2F78348BA12DF55ABA2" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityTable" xlink:label="loc_us-gaap_LineOfCreditFacilityTable_D71316D6A0B9F918C211BA12DF4AAED5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_FA0D66388DF4A2F78348BA12DF55ABA2" xlink:to="loc_us-gaap_LineOfCreditFacilityTable_D71316D6A0B9F918C211BA12DF4AAED5" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_F14F609650EE5FE49106BA12DF54B57E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_D71316D6A0B9F918C211BA12DF4AAED5" xlink:to="loc_us-gaap_CreditFacilityAxis_F14F609650EE5FE49106BA12DF54B57E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_FDCA57696813E0E32906BA12DF545068_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_F14F609650EE5FE49106BA12DF54B57E" xlink:to="loc_us-gaap_CreditFacilityDomain_FDCA57696813E0E32906BA12DF545068_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_FDCA57696813E0E32906BA12DF545068" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_F14F609650EE5FE49106BA12DF54B57E" xlink:to="loc_us-gaap_CreditFacilityDomain_FDCA57696813E0E32906BA12DF545068" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BrokerDealerCreditFacilitiesMember" xlink:label="loc_virt_BrokerDealerCreditFacilitiesMember_E7D0191D0A152DAFC478BA12E011B5C5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_FDCA57696813E0E32906BA12DF545068" xlink:to="loc_virt_BrokerDealerCreditFacilitiesMember_E7D0191D0A152DAFC478BA12E011B5C5" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_UncommittedBrokerDealerCreditFacilityMember" xlink:label="loc_virt_UncommittedBrokerDealerCreditFacilityMember_1F5CA75452E7DF1EA48ABA12DFB09B9D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_BrokerDealerCreditFacilitiesMember_E7D0191D0A152DAFC478BA12E011B5C5" xlink:to="loc_virt_UncommittedBrokerDealerCreditFacilityMember_1F5CA75452E7DF1EA48ABA12DFB09B9D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommittedBrokerDealerCreditFacilityMember" xlink:label="loc_virt_CommittedBrokerDealerCreditFacilityMember_63DD53C1A4C65FB0AEAEBA12DFD3A0F9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_BrokerDealerCreditFacilitiesMember_E7D0191D0A152DAFC478BA12E011B5C5" xlink:to="loc_virt_CommittedBrokerDealerCreditFacilityMember_63DD53C1A4C65FB0AEAEBA12DFD3A0F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevolvingCreditFacilityMember" xlink:label="loc_us-gaap_RevolvingCreditFacilityMember_1C7E227241FE0F2BA299BA12DFF1C11C" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_BrokerDealerCreditFacilitiesMember_E7D0191D0A152DAFC478BA12E011B5C5" xlink:to="loc_us-gaap_RevolvingCreditFacilityMember_1C7E227241FE0F2BA299BA12DFF1C11C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InterestExpenseDebt" xlink:label="loc_us-gaap_InterestExpenseDebt_FAB3DF8E3BC92648180ABA12DF84C340" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_FA0D66388DF4A2F78348BA12DF55ABA2" xlink:to="loc_us-gaap_InterestExpenseDebt_FAB3DF8E3BC92648180ABA12DF84C340" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsLongTermBorrowingsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityLineItems" xlink:label="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityTable" xlink:label="loc_us-gaap_LineOfCreditFacilityTable_78AE65831642804F1623BA1767C444ED" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_LineOfCreditFacilityTable_78AE65831642804F1623BA1767C444ED" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeAxis" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_CC4CACA95C5B862453C5BA1767C48C88" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_78AE65831642804F1623BA1767C444ED" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_CC4CACA95C5B862453C5BA1767C48C88" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeDomain" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_CC4CACA95C5B862453C5BA1767C48C88" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeDomain" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_CC4CACA95C5B862453C5BA1767C48C88" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateDebtSecuritiesMember" xlink:label="loc_us-gaap_CorporateDebtSecuritiesMember_7EB8B2862BE7100DB1ABBA1767C5DA25" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8" xlink:to="loc_us-gaap_CorporateDebtSecuritiesMember_7EB8B2862BE7100DB1ABBA1767C5DA25" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongTermDebtMember" xlink:label="loc_us-gaap_LongTermDebtMember_20B97EE11E59E30042BABA1767C56347" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_8B09DEC81D10E4D27272BA1767C507D8" xlink:to="loc_us-gaap_LongTermDebtMember_20B97EE11E59E30042BABA1767C56347" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentAxis" xlink:label="loc_us-gaap_DebtInstrumentAxis_66D46E3C7664C1C60949BA1767C6A600" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_78AE65831642804F1623BA1767C444ED" xlink:to="loc_us-gaap_DebtInstrumentAxis_66D46E3C7664C1C60949BA1767C6A600" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_5FB73A9A7B263587C703BA1767C69E76_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DebtInstrumentAxis_66D46E3C7664C1C60949BA1767C6A600" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_5FB73A9A7B263587C703BA1767C69E76_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentNameDomain" xlink:label="loc_us-gaap_DebtInstrumentNameDomain_5FB73A9A7B263587C703BA1767C69E76" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DebtInstrumentAxis_66D46E3C7664C1C60949BA1767C6A600" xlink:to="loc_us-gaap_DebtInstrumentNameDomain_5FB73A9A7B263587C703BA1767C69E76" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredCreditFacilityMember" xlink:label="loc_virt_SeniorSecuredCreditFacilityMember_B61D30E09B09870D3A4EBA1767C6710E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentNameDomain_5FB73A9A7B263587C703BA1767C69E76" xlink:to="loc_virt_SeniorSecuredCreditFacilityMember_B61D30E09B09870D3A4EBA1767C6710E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_D575CB6091A5234AA531BA1767C6C0B7" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_LineOfCreditFacilityTable_78AE65831642804F1623BA1767C444ED" xlink:to="loc_us-gaap_CreditFacilityAxis_D575CB6091A5234AA531BA1767C6C0B7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_6EE750C24AD27798A1BFBA1767C7EAFD_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_D575CB6091A5234AA531BA1767C6C0B7" xlink:to="loc_us-gaap_CreditFacilityDomain_6EE750C24AD27798A1BFBA1767C7EAFD_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_6EE750C24AD27798A1BFBA1767C7EAFD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_D575CB6091A5234AA531BA1767C6C0B7" xlink:to="loc_us-gaap_CreditFacilityDomain_6EE750C24AD27798A1BFBA1767C7EAFD" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredSecondLienNotesMember" xlink:label="loc_virt_SeniorSecuredSecondLienNotesMember_C9FFFACB285D1B4E0605BA1767C7ABF2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_6EE750C24AD27798A1BFBA1767C7EAFD" xlink:to="loc_virt_SeniorSecuredSecondLienNotesMember_C9FFFACB285D1B4E0605BA1767C7ABF2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentInterestRateStatedPercentage" xlink:label="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_0211E5EFFA79CA606878BA1767C713E1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_0211E5EFFA79CA606878BA1767C713E1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="loc_us-gaap_DebtInstrumentCarryingAmount_473784AECCB5DCED6C00BA1767C8B42F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_DebtInstrumentCarryingAmount_473784AECCB5DCED6C00BA1767C8B42F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentUnamortizedDiscount" xlink:label="loc_us-gaap_DebtInstrumentUnamortizedDiscount_A81185103C1220CDC67EBA1767C8E020" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_DebtInstrumentUnamortizedDiscount_A81185103C1220CDC67EBA1767C8E020" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredFinanceCostsNet" xlink:label="loc_us-gaap_DeferredFinanceCostsNet_5490CAEBFB33008AFCDDBA1767C8C611" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_DeferredFinanceCostsNet_5490CAEBFB33008AFCDDBA1767C8C611" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongTermDebt" xlink:label="loc_us-gaap_LongTermDebt_FE7D0FA249071190A616BA1767C80EDC" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LineOfCreditFacilityLineItems_4725FD34F3FE73A01084BA1767C7C84D" xlink:to="loc_us-gaap_LongTermDebt_FE7D0FA249071190A616BA1767C80EDC" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsSbiBondsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentLineItems" xlink:label="loc_us-gaap_DebtInstrumentLineItems_F9997D27D1F0D8E7601CBA0C8FC01CEA" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentTable" xlink:label="loc_us-gaap_DebtInstrumentTable_EF023A45ACFB29A4DACFBA0C8FB9B3F5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_F9997D27D1F0D8E7601CBA0C8FC01CEA" xlink:to="loc_us-gaap_DebtInstrumentTable_EF023A45ACFB29A4DACFBA0C8FB9B3F5" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_LegalEntityAxis" xlink:label="loc_dei_LegalEntityAxis_64E085729B5870A030A4BA0C8FB9DCA5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_EF023A45ACFB29A4DACFBA0C8FB9B3F5" xlink:to="loc_dei_LegalEntityAxis_64E085729B5870A030A4BA0C8FB9DCA5" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_712C87E66514F9076C32BA0C8FB9BCAF_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_64E085729B5870A030A4BA0C8FB9DCA5" xlink:to="loc_dei_EntityDomain_712C87E66514F9076C32BA0C8FB9BCAF_default" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_712C87E66514F9076C32BA0C8FB9BCAF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_64E085729B5870A030A4BA0C8FB9DCA5" xlink:to="loc_dei_EntityDomain_712C87E66514F9076C32BA0C8FB9BCAF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VFHParentLLCMember" xlink:label="loc_virt_VFHParentLLCMember_786BFD2BB5DDEC0A9D4ABA0C8FBEBE87" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_712C87E66514F9076C32BA0C8FB9BCAF" xlink:to="loc_virt_VFHParentLLCMember_786BFD2BB5DDEC0A9D4ABA0C8FBEBE87" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeAxis" xlink:label="loc_us-gaap_LongtermDebtTypeAxis_74C797B932E204CCD874BA0C8FBF582F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_EF023A45ACFB29A4DACFBA0C8FB9B3F5" xlink:to="loc_us-gaap_LongtermDebtTypeAxis_74C797B932E204CCD874BA0C8FBF582F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeDomain" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_6B1703BE6E7D8DF4C0ABBA0C8FBFDE85_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_74C797B932E204CCD874BA0C8FBF582F" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_6B1703BE6E7D8DF4C0ABBA0C8FBFDE85_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongtermDebtTypeDomain" xlink:label="loc_us-gaap_LongtermDebtTypeDomain_6B1703BE6E7D8DF4C0ABBA0C8FBFDE85" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_LongtermDebtTypeAxis_74C797B932E204CCD874BA0C8FBF582F" xlink:to="loc_us-gaap_LongtermDebtTypeDomain_6B1703BE6E7D8DF4C0ABBA0C8FBFDE85" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateDebtSecuritiesMember" xlink:label="loc_us-gaap_CorporateDebtSecuritiesMember_6DAD1DB058930AFBA6A6BA0C8FBFFB66" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LongtermDebtTypeDomain_6B1703BE6E7D8DF4C0ABBA0C8FBFDE85" xlink:to="loc_us-gaap_CorporateDebtSecuritiesMember_6DAD1DB058930AFBA6A6BA0C8FBFFB66" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_E4E6E09D9BCECFC86C30BA0C8FC01F03" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_F9997D27D1F0D8E7601CBA0C8FC01CEA" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_E4E6E09D9BCECFC86C30BA0C8FC01F03" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="loc_us-gaap_DebtInstrumentCarryingAmount_56C3829A98A936B10E4CBA0C8FC01CD3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_F9997D27D1F0D8E7601CBA0C8FC01CEA" xlink:to="loc_us-gaap_DebtInstrumentCarryingAmount_56C3829A98A936B10E4CBA0C8FC01CD3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignCurrencyTransactionGainLossRealized" xlink:label="loc_us-gaap_ForeignCurrencyTransactionGainLossRealized_8A6DC6C0BC0DB15B5DABBA0C8FC0BB68" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_F9997D27D1F0D8E7601CBA0C8FC01CEA" xlink:to="loc_us-gaap_ForeignCurrencyTransactionGainLossRealized_8A6DC6C0BC0DB15B5DABBA0C8FC0BB68" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsSeniorSecuredSecondLienNotesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentLineItems" xlink:label="loc_us-gaap_DebtInstrumentLineItems_9B92B380FD7826035CD6BA0568C20D49" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentTable" xlink:label="loc_us-gaap_DebtInstrumentTable_EA66502D8DE028165EC5BA0568BBF4C7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9B92B380FD7826035CD6BA0568C20D49" xlink:to="loc_us-gaap_DebtInstrumentTable_EA66502D8DE028165EC5BA0568BBF4C7" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_4EC1D6574459D7F7BFD0BA0568E90B3B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_EA66502D8DE028165EC5BA0568BBF4C7" xlink:to="loc_us-gaap_CreditFacilityAxis_4EC1D6574459D7F7BFD0BA0568E90B3B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_38290A50318392D6CFDFBA0568EAD0C2_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_4EC1D6574459D7F7BFD0BA0568E90B3B" xlink:to="loc_us-gaap_CreditFacilityDomain_38290A50318392D6CFDFBA0568EAD0C2_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_38290A50318392D6CFDFBA0568EAD0C2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_4EC1D6574459D7F7BFD0BA0568E90B3B" xlink:to="loc_us-gaap_CreditFacilityDomain_38290A50318392D6CFDFBA0568EAD0C2" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredSecondLienNotesMember" xlink:label="loc_virt_SeniorSecuredSecondLienNotesMember_568C3F77628348B9315DBA0569000E10" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_38290A50318392D6CFDFBA0568EAD0C2" xlink:to="loc_virt_SeniorSecuredSecondLienNotesMember_568C3F77628348B9315DBA0569000E10" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentFaceAmount" xlink:label="loc_us-gaap_DebtInstrumentFaceAmount_DF69E7CA7AA9AA1D4FEBBA0568D1022B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9B92B380FD7826035CD6BA0568C20D49" xlink:to="loc_us-gaap_DebtInstrumentFaceAmount_DF69E7CA7AA9AA1D4FEBBA0568D1022B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentInterestRateStatedPercentage" xlink:label="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_F517C26F6E837657537FBA0568DC60BB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_9B92B380FD7826035CD6BA0568C20D49" xlink:to="loc_us-gaap_DebtInstrumentInterestRateStatedPercentage_F517C26F6E837657537FBA0568DC60BB" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsShortTermCreditFacilitiesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtLineItems" xlink:label="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShortTermDebtTable" xlink:label="loc_us-gaap_ScheduleOfShortTermDebtTable_5358E630341843884D69BA0E7B412CA1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:to="loc_us-gaap_ScheduleOfShortTermDebtTable_5358E630341843884D69BA0E7B412CA1" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_EB0CDB2F62E534BD9D66BA0E7B6D4DC2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShortTermDebtTable_5358E630341843884D69BA0E7B412CA1" xlink:to="loc_us-gaap_CreditFacilityAxis_EB0CDB2F62E534BD9D66BA0E7B6D4DC2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_C825AE86A8CEFC8B7EE2BA0E7B6E4362_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_EB0CDB2F62E534BD9D66BA0E7B6D4DC2" xlink:to="loc_us-gaap_CreditFacilityDomain_C825AE86A8CEFC8B7EE2BA0E7B6E4362_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_C825AE86A8CEFC8B7EE2BA0E7B6E4362" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_EB0CDB2F62E534BD9D66BA0E7B6D4DC2" xlink:to="loc_us-gaap_CreditFacilityDomain_C825AE86A8CEFC8B7EE2BA0E7B6E4362" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ShortTermCreditFacilitiesMember" xlink:label="loc_virt_ShortTermCreditFacilitiesMember_D74ADBB5974F08C1F21DBA0E7B804539" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_C825AE86A8CEFC8B7EE2BA0E7B6E4362" xlink:to="loc_virt_ShortTermCreditFacilitiesMember_D74ADBB5974F08C1F21DBA0E7B804539" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermDebtWeightedAverageInterestRate" xlink:label="loc_us-gaap_ShortTermDebtWeightedAverageInterestRate_EAD4BE244750E16112E4BA0E7B531FF1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:to="loc_us-gaap_ShortTermDebtWeightedAverageInterestRate_EAD4BE244750E16112E4BA0E7B531FF1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount" xlink:label="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_0973D85B50E3155B0861BA0E7B5CB9B1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:to="loc_us-gaap_DebtInstrumentUnusedBorrowingCapacityAmount_0973D85B50E3155B0861BA0E7B5CB9B1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="loc_us-gaap_DebtInstrumentCarryingAmount_5C20869F40BEF084B119BA0E7B648570" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:to="loc_us-gaap_DebtInstrumentCarryingAmount_5C20869F40BEF084B119BA0E7B648570" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InterestExpenseDebt" xlink:label="loc_us-gaap_InterestExpenseDebt_74EB7786540AC70E5C27BA0F4283D932" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShortTermDebtLineItems_284E68797AD8824AEA63BA0E7B46009B" xlink:to="loc_us-gaap_InterestExpenseDebt_74EB7786540AC70E5C27BA0F4283D932" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/BorrowingsTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentLineItems" xlink:label="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtInstrumentTable" xlink:label="loc_us-gaap_DebtInstrumentTable_BA3A5178C33BDB813EAEA518E57F3CCD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:to="loc_us-gaap_DebtInstrumentTable_BA3A5178C33BDB813EAEA518E57F3CCD" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_09388173188FDD437903A518E5809628" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DebtInstrumentTable_BA3A5178C33BDB813EAEA518E57F3CCD" xlink:to="loc_us-gaap_CreditFacilityAxis_09388173188FDD437903A518E5809628" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_09388173188FDD437903A518E5809628" xlink:to="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_09388173188FDD437903A518E5809628" xlink:to="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ShortTermCreditFacilitiesMember" xlink:label="loc_virt_ShortTermCreditFacilitiesMember_D8BEB281B030298C9F89A518E58065E4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969" xlink:to="loc_virt_ShortTermCreditFacilitiesMember_D8BEB281B030298C9F89A518E58065E4" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredCreditFacilityMember" xlink:label="loc_virt_SeniorSecuredCreditFacilityMember_24F48AE69577E7FA9AF1A518E5813534" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_6606769CF81B5DAA754FA518E5807969" xlink:to="loc_virt_SeniorSecuredCreditFacilityMember_24F48AE69577E7FA9AF1A518E5813534" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfDebtTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfDebtTableTextBlock_9CF38076F76A047D963CA518E5810994" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:to="loc_us-gaap_ScheduleOfDebtTableTextBlock_9CF38076F76A047D963CA518E5810994" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ScheduleOfInterestExpenseOnDebtTableTextBlock" xlink:label="loc_virt_ScheduleOfInterestExpenseOnDebtTableTextBlock_32BF4610008CA7D1A13FA518E5879A47" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:to="loc_virt_ScheduleOfInterestExpenseOnDebtTableTextBlock_32BF4610008CA7D1A13FA518E5879A47" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfDebtInstrumentsTextBlock" xlink:label="loc_us-gaap_ScheduleOfDebtInstrumentsTextBlock_468F612C7854BF803D9AA518E5887841" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:to="loc_us-gaap_ScheduleOfDebtInstrumentsTextBlock_468F612C7854BF803D9AA518E5887841" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfMaturitiesOfLongTermDebtTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfMaturitiesOfLongTermDebtTableTextBlock_54FB7F1ADCF7B91A81E8A518E589A082" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DebtInstrumentLineItems_C5215C2DB1EEE4159A3EA518E581D5E8" xlink:to="loc_us-gaap_ScheduleOfMaturitiesOfLongTermDebtTableTextBlock_54FB7F1ADCF7B91A81E8A518E589A082" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructure" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureAcquisitionOfKcgDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_122A2CB2CBF8CCA94151CF5BDDB6FBF6" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_6085DC546CF3E8B6E5B3CF5BDDB32751" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_122A2CB2CBF8CCA94151CF5BDDB6FBF6" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_6085DC546CF3E8B6E5B3CF5BDDB32751" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAxis" xlink:label="loc_us-gaap_BusinessAcquisitionAxis_153D26016EFC2BC87BD6CF5BDDB30683" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_6085DC546CF3E8B6E5B3CF5BDDB32751" xlink:to="loc_us-gaap_BusinessAcquisitionAxis_153D26016EFC2BC87BD6CF5BDDB30683" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_2F0A2EFDFBEB5144B7B0CF5BDDB3EF66_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_153D26016EFC2BC87BD6CF5BDDB30683" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_2F0A2EFDFBEB5144B7B0CF5BDDB3EF66_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="loc_us-gaap_BusinessAcquisitionAcquireeDomain_2F0A2EFDFBEB5144B7B0CF5BDDB3EF66" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_BusinessAcquisitionAxis_153D26016EFC2BC87BD6CF5BDDB30683" xlink:to="loc_us-gaap_BusinessAcquisitionAcquireeDomain_2F0A2EFDFBEB5144B7B0CF5BDDB3EF66" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_KcgHoldingsMember" xlink:label="loc_virt_KcgHoldingsMember_FC643E7D3565BE3BBF78CF5BDDB460A9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BusinessAcquisitionAcquireeDomain_2F0A2EFDFBEB5144B7B0CF5BDDB3EF66" xlink:to="loc_virt_KcgHoldingsMember_FC643E7D3565BE3BBF78CF5BDDB460A9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_95E3DD9E5174EF8F5042CF5BDDB40672" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_6085DC546CF3E8B6E5B3CF5BDDB32751" xlink:to="loc_us-gaap_StatementClassOfStockAxis_95E3DD9E5174EF8F5042CF5BDDB40672" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_7E4008D500113791D9A5CF5BDDB46AEB_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_95E3DD9E5174EF8F5042CF5BDDB40672" xlink:to="loc_us-gaap_ClassOfStockDomain_7E4008D500113791D9A5CF5BDDB46AEB_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_7E4008D500113791D9A5CF5BDDB46AEB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_95E3DD9E5174EF8F5042CF5BDDB40672" xlink:to="loc_us-gaap_ClassOfStockDomain_7E4008D500113791D9A5CF5BDDB46AEB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_E5471F32A2368C83E35ECF5BDDB4EFBA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_7E4008D500113791D9A5CF5BDDB46AEB" xlink:to="loc_us-gaap_CommonClassAMember_E5471F32A2368C83E35ECF5BDDB4EFBA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeAxis" xlink:label="loc_us-gaap_InvestmentTypeAxis_817944C5BDCAF8067AB3CF5BDDB5E440" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_6085DC546CF3E8B6E5B3CF5BDDB32751" xlink:to="loc_us-gaap_InvestmentTypeAxis_817944C5BDCAF8067AB3CF5BDDB5E440" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_InvestmentTypeAxis_817944C5BDCAF8067AB3CF5BDDB5E440" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InvestmentTypeCategorizationMember" xlink:label="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_InvestmentTypeAxis_817944C5BDCAF8067AB3CF5BDDB5E440" xlink:to="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ArandaInvestmentAgreementMember" xlink:label="loc_virt_ArandaInvestmentAgreementMember_D2D5F796CE789C52158CCF5BDDB5CA37" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155" xlink:to="loc_virt_ArandaInvestmentAgreementMember_D2D5F796CE789C52158CCF5BDDB5CA37" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NorthIslandHoldingsInvestmentAgreementMember" xlink:label="loc_virt_NorthIslandHoldingsInvestmentAgreementMember_0501FB8717C53975DDAACF5BDDB6813E" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155" xlink:to="loc_virt_NorthIslandHoldingsInvestmentAgreementMember_0501FB8717C53975DDAACF5BDDB6813E" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TemasekInvestmentMember" xlink:label="loc_virt_TemasekInvestmentMember_A2BA86F5B05A2604E445CF5BDDB6ABFB" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_InvestmentTypeCategorizationMember_F1255F94608FFE156C5FCF5BDDB57155" xlink:to="loc_virt_TemasekInvestmentMember_A2BA86F5B05A2604E445CF5BDDB6ABFB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_68E0A6B71475E9A1FB9ACF5BDDB66164" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_122A2CB2CBF8CCA94151CF5BDDB6FBF6" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_68E0A6B71475E9A1FB9ACF5BDDB66164" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_CC565E96FA868DCAF992CF5BDDB6C796" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_122A2CB2CBF8CCA94151CF5BDDB6FBF6" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_CC565E96FA868DCAF992CF5BDDB6C796" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureAdditionalInformationDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_053441B76A4088CC685EF12812EA8CAE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_053441B76A4088CC685EF12812EA8CAE" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_125F04DD371F798AC9C6F12812EB49BB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_053441B76A4088CC685EF12812EA8CAE" xlink:to="loc_us-gaap_StatementClassOfStockAxis_125F04DD371F798AC9C6F12812EB49BB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_125F04DD371F798AC9C6F12812EB49BB" xlink:to="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_125F04DD371F798AC9C6F12812EB49BB" xlink:to="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassAndCMember" xlink:label="loc_virt_CommonClassAndCMember_A47C2C9D9F419DA53422F12812EB935D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A" xlink:to="loc_virt_CommonClassAndCMember_A47C2C9D9F419DA53422F12812EB935D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassBAndDMember" xlink:label="loc_virt_CommonClassBAndDMember_B722D0C12C0833D0A89DF12812EC0596" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_9F0EC73201709EB1EB12F12812EB8D6A" xlink:to="loc_virt_CommonClassBAndDMember_B722D0C12C0833D0A89DF12812EC0596" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfClassesOfCommonStock" xlink:label="loc_virt_NumberOfClassesOfCommonStock_C63505A4A3D93E5F622AF12812EC4D44" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:to="loc_virt_NumberOfClassesOfCommonStock_C63505A4A3D93E5F622AF12812EC4D44" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfVotesToStockholders" xlink:label="loc_virt_NumberOfVotesToStockholders_44F2EF4C0FD3235294B2F12812EC1BB3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:to="loc_virt_NumberOfVotesToStockholders_44F2EF4C0FD3235294B2F12812EC1BB3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NonvotingCommonInterestUnitsOutstanding" xlink:label="loc_virt_NonvotingCommonInterestUnitsOutstanding_E9A35976BC4A57C02304F16207A3F78C" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:to="loc_virt_NonvotingCommonInterestUnitsOutstanding_E9A35976BC4A57C02304F16207A3F78C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NonvotingCommonInterestUnitsForfeitedOrRepurchased" xlink:label="loc_virt_NonvotingCommonInterestUnitsForfeitedOrRepurchased_DA47950BE0C020B6E854F162086BCA9D" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_1630319B3A922C2E34F8F12812EC8084" xlink:to="loc_virt_NonvotingCommonInterestUnitsForfeitedOrRepurchased_DA47950BE0C020B6E854F162086BCA9D" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureAmendedAndRestated2015ManagementIncentivePlanDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_1D1E6F8688B11A9ACC1ACF4DFF8EAF94" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_584B6F756A1E992DC99ECF4DFF8B18EF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_1D1E6F8688B11A9ACC1ACF4DFF8EAF94" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_584B6F756A1E992DC99ECF4DFF8B18EF" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameAxis" xlink:label="loc_us-gaap_PlanNameAxis_7DB7C6A2D1779011EA3BCF4DFFA9A11A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_584B6F756A1E992DC99ECF4DFF8B18EF" xlink:to="loc_us-gaap_PlanNameAxis_7DB7C6A2D1779011EA3BCF4DFFA9A11A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_4F5A392FE0C5025C1BEECF4DFFAEC537_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PlanNameAxis_7DB7C6A2D1779011EA3BCF4DFFA9A11A" xlink:to="loc_us-gaap_PlanNameDomain_4F5A392FE0C5025C1BEECF4DFFAEC537_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_4F5A392FE0C5025C1BEECF4DFFAEC537" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PlanNameAxis_7DB7C6A2D1779011EA3BCF4DFFA9A11A" xlink:to="loc_us-gaap_PlanNameDomain_4F5A392FE0C5025C1BEECF4DFFAEC537" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ManagementIncentivePlan2015Member" xlink:label="loc_virt_ManagementIncentivePlan2015Member_42CC8EA179CF14F35BE8CF4DFFC42CB4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PlanNameDomain_4F5A392FE0C5025C1BEECF4DFFAEC537" xlink:to="loc_virt_ManagementIncentivePlan2015Member_42CC8EA179CF14F35BE8CF4DFFC42CB4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_00B32BF34E366C29C201CF4DFF8C7F70" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_584B6F756A1E992DC99ECF4DFF8B18EF" xlink:to="loc_us-gaap_StatementClassOfStockAxis_00B32BF34E366C29C201CF4DFF8C7F70" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9DA9BF1A6D4690E806C3CF4DFF8D18A4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_00B32BF34E366C29C201CF4DFF8C7F70" xlink:to="loc_us-gaap_ClassOfStockDomain_9DA9BF1A6D4690E806C3CF4DFF8D18A4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9DA9BF1A6D4690E806C3CF4DFF8D18A4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_00B32BF34E366C29C201CF4DFF8C7F70" xlink:to="loc_us-gaap_ClassOfStockDomain_9DA9BF1A6D4690E806C3CF4DFF8D18A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_E5FC5210C592399B96A9CF4DFFD4C55C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_9DA9BF1A6D4690E806C3CF4DFF8D18A4" xlink:to="loc_us-gaap_CommonClassAMember_E5FC5210C592399B96A9CF4DFFD4C55C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_5C6529A01C2E05B2EB4FCF4DFF9DDAFD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_1D1E6F8688B11A9ACC1ACF4DFF8EAF94" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardNumberOfSharesAuthorized_5C6529A01C2E05B2EB4FCF4DFF9DDAFD" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureEmployeeExchangesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_98695564ABF7CE8EDEAA00D15F34BC36" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_26C9B2ED265D56244A9500D15F2FBA6E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_98695564ABF7CE8EDEAA00D15F34BC36" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_26C9B2ED265D56244A9500D15F2FBA6E" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_LegalEntityAxis" xlink:label="loc_dei_LegalEntityAxis_C9D361C466428689799200D15F30ECB9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_26C9B2ED265D56244A9500D15F2FBA6E" xlink:to="loc_dei_LegalEntityAxis_C9D361C466428689799200D15F30ECB9" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_728540464C2C1489417F00D15F31F1EB_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_C9D361C466428689799200D15F30ECB9" xlink:to="loc_dei_EntityDomain_728540464C2C1489417F00D15F31F1EB_default" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_728540464C2C1489417F00D15F31F1EB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_C9D361C466428689799200D15F30ECB9" xlink:to="loc_dei_EntityDomain_728540464C2C1489417F00D15F31F1EB" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VFHParentLLCMember" xlink:label="loc_virt_VFHParentLLCMember_61A524770FFC92BAF6DB00D15F31889A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_728540464C2C1489417F00D15F31F1EB" xlink:to="loc_virt_VFHParentLLCMember_61A524770FFC92BAF6DB00D15F31889A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_8A8097C432EEC16CE31900D15F329F8E" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_26C9B2ED265D56244A9500D15F2FBA6E" xlink:to="loc_us-gaap_StatementClassOfStockAxis_8A8097C432EEC16CE31900D15F329F8E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_F450F7F7FF72994B923200D15F3273FB_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_8A8097C432EEC16CE31900D15F329F8E" xlink:to="loc_us-gaap_ClassOfStockDomain_F450F7F7FF72994B923200D15F3273FB_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_F450F7F7FF72994B923200D15F3273FB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_8A8097C432EEC16CE31900D15F329F8E" xlink:to="loc_us-gaap_ClassOfStockDomain_F450F7F7FF72994B923200D15F3273FB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_8D9EB1B31839EE6223C600D15F32A818" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_F450F7F7FF72994B923200D15F3273FB" xlink:to="loc_us-gaap_CommonClassAMember_8D9EB1B31839EE6223C600D15F32A818" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_BA87F7949343CB81B6E300D15F330C63" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_26C9B2ED265D56244A9500D15F2FBA6E" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_BA87F7949343CB81B6E300D15F330C63" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_0C8BAE4BF7B175EF5E7A00D15F338CC7_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_BA87F7949343CB81B6E300D15F330C63" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_0C8BAE4BF7B175EF5E7A00D15F338CC7_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_0C8BAE4BF7B175EF5E7A00D15F338CC7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_BA87F7949343CB81B6E300D15F330C63" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_0C8BAE4BF7B175EF5E7A00D15F338CC7" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialLlcMember" xlink:label="loc_virt_VirtuFinancialLlcMember_2BB79759E348C4A6BF5900D15F3378D2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_0C8BAE4BF7B175EF5E7A00D15F338CC7" xlink:to="loc_virt_VirtuFinancialLlcMember_2BB79759E348C4A6BF5900D15F3378D2" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_StockIssuedDuringPeriodSharesEmployeeExchanges" xlink:label="loc_virt_StockIssuedDuringPeriodSharesEmployeeExchanges_7C66AB6CE15F288E7CA500D15F34903A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_98695564ABF7CE8EDEAA00D15F34BC36" xlink:to="loc_virt_StockIssuedDuringPeriodSharesEmployeeExchanges_7C66AB6CE15F288E7CA500D15F34903A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonStockExchangeRatio" xlink:label="loc_virt_CommonStockExchangeRatio_6D3956D7FCEF6761259800D15F34E709" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_98695564ABF7CE8EDEAA00D15F34BC36" xlink:to="loc_virt_CommonStockExchangeRatio_6D3956D7FCEF6761259800D15F34E709" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityMethodInvestmentOwnershipPercentage" xlink:label="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_478919B49B083AA98F7100D15F3439CE" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_98695564ABF7CE8EDEAA00D15F34BC36" xlink:to="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_478919B49B083AA98F7100D15F3439CE" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureSecondaryOfferingsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_7594F55186BE21491C1AF12812CBD3CB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_7594F55186BE21491C1AF12812CBD3CB" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_BAD16D97D7B75A145683F12812CC4BC7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_7594F55186BE21491C1AF12812CBD3CB" xlink:to="loc_us-gaap_StatementClassOfStockAxis_BAD16D97D7B75A145683F12812CC4BC7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_C41A36F1F61BEEF13E16F12812CC892D_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_BAD16D97D7B75A145683F12812CC4BC7" xlink:to="loc_us-gaap_ClassOfStockDomain_C41A36F1F61BEEF13E16F12812CC892D_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_C41A36F1F61BEEF13E16F12812CC892D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_BAD16D97D7B75A145683F12812CC4BC7" xlink:to="loc_us-gaap_ClassOfStockDomain_C41A36F1F61BEEF13E16F12812CC892D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_53F3012F7129018BC93CF12812CC9D6B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_C41A36F1F61BEEF13E16F12812CC892D" xlink:to="loc_us-gaap_CommonClassAMember_53F3012F7129018BC93CF12812CC9D6B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsidiarySaleOfStockAxis" xlink:label="loc_us-gaap_SubsidiarySaleOfStockAxis_C35CCC9C07AFF099F570F12812CBD3C4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_7594F55186BE21491C1AF12812CBD3CB" xlink:to="loc_us-gaap_SubsidiarySaleOfStockAxis_C35CCC9C07AFF099F570F12812CBD3C4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SaleOfStockNameOfTransactionDomain" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain_0DEE83F8C2FC30835FB7F12812CB8A78_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis_C35CCC9C07AFF099F570F12812CBD3C4" xlink:to="loc_us-gaap_SaleOfStockNameOfTransactionDomain_0DEE83F8C2FC30835FB7F12812CB8A78_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SaleOfStockNameOfTransactionDomain" xlink:label="loc_us-gaap_SaleOfStockNameOfTransactionDomain_0DEE83F8C2FC30835FB7F12812CB8A78" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsidiarySaleOfStockAxis_C35CCC9C07AFF099F570F12812CBD3C4" xlink:to="loc_us-gaap_SaleOfStockNameOfTransactionDomain_0DEE83F8C2FC30835FB7F12812CB8A78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OverAllotmentOptionMember" xlink:label="loc_us-gaap_OverAllotmentOptionMember_42CE1A8DDC22E2781C38F12812CB1DE2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SaleOfStockNameOfTransactionDomain_0DEE83F8C2FC30835FB7F12812CB8A78" xlink:to="loc_us-gaap_OverAllotmentOptionMember_42CE1A8DDC22E2781C38F12812CB1DE2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SharesIssued" xlink:label="loc_us-gaap_SharesIssued_7CC2155D915D0EE36643F12812CD79D7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_us-gaap_SharesIssued_7CC2155D915D0EE36643F12812CD79D7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SharesIssuedPricePerShare" xlink:label="loc_us-gaap_SharesIssuedPricePerShare_A7486B546D5A1AA46333F12812CD9490" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_us-gaap_SharesIssuedPricePerShare_A7486B546D5A1AA46333F12812CD9490" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SharesIssuedOfferingPricePerShare" xlink:label="loc_virt_SharesIssuedOfferingPricePerShare_4288F4A158C2E967F368F12812CDB1F9" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_virt_SharesIssuedOfferingPricePerShare_4288F4A158C2E967F368F12812CDB1F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_253C61BA6913306DBD16F12812CDC09F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_253C61BA6913306DBD16F12812CDC09F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_1B85CF143A876F973D78F12812CD52F8" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_517B4C26E6D82604EDBEF12812CD0872" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_1B85CF143A876F973D78F12812CD52F8" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CapitalStructureShareRepurchaseProgramDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockLineItems" xlink:label="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfStockByClassTable" xlink:label="loc_us-gaap_ScheduleOfStockByClassTable_7FDA365D1DEE4AE117BCCF52FF030AA2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:to="loc_us-gaap_ScheduleOfStockByClassTable_7FDA365D1DEE4AE117BCCF52FF030AA2" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_BED8545AB6B903DD3BD9CF52FF03D771" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfStockByClassTable_7FDA365D1DEE4AE117BCCF52FF030AA2" xlink:to="loc_us-gaap_StatementClassOfStockAxis_BED8545AB6B903DD3BD9CF52FF03D771" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_BDC31B6B5C907A95A146CF52FF039CC3_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_BED8545AB6B903DD3BD9CF52FF03D771" xlink:to="loc_us-gaap_ClassOfStockDomain_BDC31B6B5C907A95A146CF52FF039CC3_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_BDC31B6B5C907A95A146CF52FF039CC3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_BED8545AB6B903DD3BD9CF52FF03D771" xlink:to="loc_us-gaap_ClassOfStockDomain_BDC31B6B5C907A95A146CF52FF039CC3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_57A446C0E64DE4AEAED0CF537FB8E8D0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_BDC31B6B5C907A95A146CF52FF039CC3" xlink:to="loc_us-gaap_CommonClassAMember_57A446C0E64DE4AEAED0CF537FB8E8D0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:label="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_30F5B15C3B7308939C68CF5421778FC9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:to="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_30F5B15C3B7308939C68CF5421778FC9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockSharesAcquired" xlink:label="loc_us-gaap_TreasuryStockSharesAcquired_A9E2CC91B84AA2FE4371CF585FBC7C3B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:to="loc_us-gaap_TreasuryStockSharesAcquired_A9E2CC91B84AA2FE4371CF585FBC7C3B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockAcquiredAverageCostPerShare" xlink:label="loc_us-gaap_TreasuryStockAcquiredAverageCostPerShare_D7DEC7DA5EC44AB5AED3CF5619141E56" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:to="loc_us-gaap_TreasuryStockAcquiredAverageCostPerShare_D7DEC7DA5EC44AB5AED3CF5619141E56" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockValueAcquiredCostMethod" xlink:label="loc_us-gaap_TreasuryStockValueAcquiredCostMethod_7434CB660AFBFB8D8EE9CF59426B5FCF" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockLineItems_951F6A18EA44D95BCF77CF52FF044215" xlink:to="loc_us-gaap_TreasuryStockValueAcquiredCostMethod_7434CB660AFBFB8D8EE9CF59426B5FCF" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CollateralizedTransactions" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/CollateralizedTransactionsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralLineItems" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralLineItems_C132D3231037D01ED0CDF126251BDDF2" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralTable" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralTable_7DB042F9DC9923979715F1262519BB73" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralLineItems_C132D3231037D01ED0CDF126251BDDF2" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralTable_7DB042F9DC9923979715F1262519BB73" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentAxis" xlink:label="loc_us-gaap_FinancialInstrumentAxis_EF428EEBE4B7AFAB504BF126251AEA5D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralTable_7DB042F9DC9923979715F1262519BB73" xlink:to="loc_us-gaap_FinancialInstrumentAxis_EF428EEBE4B7AFAB504BF126251AEA5D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_EF428EEBE4B7AFAB504BF126251AEA5D" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_EF428EEBE4B7AFAB504BF126251AEA5D" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquitySecuritiesMember" xlink:label="loc_us-gaap_EquitySecuritiesMember_4AD2619895C879E6495DF126251AF665" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90" xlink:to="loc_us-gaap_EquitySecuritiesMember_4AD2619895C879E6495DF126251AF665" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_USAndNonUSGovernmentObligationsMember" xlink:label="loc_virt_USAndNonUSGovernmentObligationsMember_0BCD881386AF448E5969F126251B2FCD" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90" xlink:to="loc_virt_USAndNonUSGovernmentObligationsMember_0BCD881386AF448E5969F126251B2FCD" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeTradedNotesMember" xlink:label="loc_virt_ExchangeTradedNotesMember_6646A03D92191DFE213DF126251B9098" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_8747FB17F38978F7116CF126251A3C90" xlink:to="loc_virt_ExchangeTradedNotesMember_6646A03D92191DFE213DF126251B9098" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_427BA00E448F3B23E8EAF126251C8B38" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralLineItems_C132D3231037D01ED0CDF126251BDDF2" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_427BA00E448F3B23E8EAF126251C8B38" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CollateralizedTransactionsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/CommitmentsContingenciesAndGuarantees" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/CommitmentsContingenciesAndGuaranteesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/CondensedConsolidatedStatementsOfCashFlowsUnaudited" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_152CD744C561E281275E0FC5E7834AA6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_StatementTable_152CD744C561E281275E0FC5E7834AA6" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_5BD2867C9E1FBE46E6F90FC5E784049C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_152CD744C561E281275E0FC5E7834AA6" xlink:to="loc_us-gaap_StatementClassOfStockAxis_5BD2867C9E1FBE46E6F90FC5E784049C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_22320F3673429C4512020FC5E784E53E_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_5BD2867C9E1FBE46E6F90FC5E784049C" xlink:to="loc_us-gaap_ClassOfStockDomain_22320F3673429C4512020FC5E784E53E_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_22320F3673429C4512020FC5E784E53E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_5BD2867C9E1FBE46E6F90FC5E784049C" xlink:to="loc_us-gaap_ClassOfStockDomain_22320F3673429C4512020FC5E784E53E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassCMember" xlink:label="loc_us-gaap_CommonClassCMember_685AA28D8CC9FBD282280FC5E7841FAE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_22320F3673429C4512020FC5E784E53E" xlink:to="loc_us-gaap_CommonClassCMember_685AA28D8CC9FBD282280FC5E7841FAE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProfitLoss" xlink:label="loc_us-gaap_ProfitLoss_99337B44D70C3E77BE940FC5E78566A0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:to="loc_us-gaap_ProfitLoss_99337B44D70C3E77BE940FC5E78566A0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract" xlink:label="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:to="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DepreciationAndAmortizationExcludingIntangibleAssets" xlink:label="loc_virt_DepreciationAndAmortizationExcludingIntangibleAssets_976A4B53E761AD6AC5D60FC5E786343E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_virt_DepreciationAndAmortizationExcludingIntangibleAssets_976A4B53E761AD6AC5D60FC5E786343E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AmortizationOfIntangibleAssets" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_EF3E8DBD58BDF9447F630FC5E78657A3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_EF3E8DBD58BDF9447F630FC5E78657A3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DebtRelatedCommitmentFeesAndDebtIssuanceCosts" xlink:label="loc_us-gaap_DebtRelatedCommitmentFeesAndDebtIssuanceCosts_55FC8E04FB00D899260B0FC5E78684C4" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_DebtRelatedCommitmentFeesAndDebtIssuanceCosts_55FC8E04FB00D899260B0FC5E78684C4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AmortizationOfFinancingCostsAndDiscounts" xlink:label="loc_us-gaap_AmortizationOfFinancingCostsAndDiscounts_E652AE81DD138FB729E80FC5E786917C" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_AmortizationOfFinancingCostsAndDiscounts_E652AE81DD138FB729E80FC5E786917C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_LeaseAbandonment" xlink:label="loc_virt_LeaseAbandonment_A2EC0F86E650A534777F0FC5E787F631" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_virt_LeaseAbandonment_A2EC0F86E650A534777F0FC5E787F631" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensation" xlink:label="loc_us-gaap_ShareBasedCompensation_F84DF0AED9737CAD4ABC0FC5E787A524" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_ShareBasedCompensation_F84DF0AED9737CAD4ABC0FC5E787A524" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LossContingencyLossInPeriod" xlink:label="loc_us-gaap_LossContingencyLossInPeriod_FE71C2766DAEA3DE439A0FC5E7877CF0" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_LossContingencyLossInPeriod_FE71C2766DAEA3DE439A0FC5E7877CF0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetImpairmentCharges" xlink:label="loc_us-gaap_AssetImpairmentCharges_96622D787737C480BDAD0FC5E7871847" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_AssetImpairmentCharges_96622D787737C480BDAD0FC5E7871847" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LossOnContractTermination" xlink:label="loc_us-gaap_LossOnContractTermination_E728256E3A73E3B977A60FC5E787AC0B" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_LossOnContractTermination_E728256E3A73E3B977A60FC5E787AC0B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredIncomeTaxExpenseBenefit" xlink:label="loc_us-gaap_DeferredIncomeTaxExpenseBenefit_EBB52273D15EF7DBACD40FC5E788C031" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_DeferredIncomeTaxExpenseBenefit_EBB52273D15EF7DBACD40FC5E788C031" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal" xlink:label="loc_us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal_61C6812856966CFD369E0FC5E788DF5B" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal_61C6812856966CFD369E0FC5E788DF5B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherOperatingActivitiesCashFlowStatement" xlink:label="loc_us-gaap_OtherOperatingActivitiesCashFlowStatement_99AFFFAA74A32532537B0FC5E7885BFA" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AdjustmentsToReconcileNetIncomeLossToCashProvidedByUsedInOperatingActivitiesAbstract_316B1C13CD730B185B3D0FC5E785C08A" xlink:to="loc_us-gaap_OtherOperatingActivitiesCashFlowStatement_99AFFFAA74A32532537B0FC5E7885BFA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInOperatingCapitalAbstract" xlink:label="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:to="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInSecuritiesBorrowed" xlink:label="loc_us-gaap_IncreaseDecreaseInSecuritiesBorrowed_CE47586C089C3B4E93BD0FC5E788E644" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInSecuritiesBorrowed_CE47586C089C3B4E93BD0FC5E788E644" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInReceivablesUnderRepurchaseAgreements" xlink:label="loc_us-gaap_IncreaseDecreaseInReceivablesUnderRepurchaseAgreements_B08E8FEE7D7D4EC236700FC5E7890C45" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInReceivablesUnderRepurchaseAgreements_B08E8FEE7D7D4EC236700FC5E7890C45" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInBrokerageReceivables" xlink:label="loc_us-gaap_IncreaseDecreaseInBrokerageReceivables_EDF3272BB25012B5E1B50FC5E7893DA6" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInBrokerageReceivables_EDF3272BB25012B5E1B50FC5E7893DA6" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_IncreaseDecreaseInTradingAssetsAtFairValue" xlink:label="loc_virt_IncreaseDecreaseInTradingAssetsAtFairValue_1C427ECEE1483B8151DF0FC5E7894DB5" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_virt_IncreaseDecreaseInTradingAssetsAtFairValue_1C427ECEE1483B8151DF0FC5E7894DB5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInOtherOperatingAssets" xlink:label="loc_us-gaap_IncreaseDecreaseInOtherOperatingAssets_539D7E1A3224E6B3F39C0FC5E789C7DE" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInOtherOperatingAssets_539D7E1A3224E6B3F39C0FC5E789C7DE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInSecuritiesLoanedTransactions" xlink:label="loc_us-gaap_IncreaseDecreaseInSecuritiesLoanedTransactions_56EFB18079E025DCF6820FC5E7898899" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInSecuritiesLoanedTransactions_56EFB18079E025DCF6820FC5E7898899" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInPayablesUnderRepurchaseAgreements" xlink:label="loc_us-gaap_IncreaseDecreaseInPayablesUnderRepurchaseAgreements_4ECFB0BAB0BC9B97A3AC0FC5E78AB6FF" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInPayablesUnderRepurchaseAgreements_4ECFB0BAB0BC9B97A3AC0FC5E78AB6FF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInPayablesToBrokerDealers" xlink:label="loc_us-gaap_IncreaseDecreaseInPayablesToBrokerDealers_220090D27D340CE03B8B0FC5E78A161F" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_us-gaap_IncreaseDecreaseInPayablesToBrokerDealers_220090D27D340CE03B8B0FC5E78A161F" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_IncreaseDecreaseInTradingLiabilitiesAtFairValue" xlink:label="loc_virt_IncreaseDecreaseInTradingLiabilitiesAtFairValue_B9F372E98102A5136A670FC5E78A5F9D" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_virt_IncreaseDecreaseInTradingLiabilitiesAtFairValue_B9F372E98102A5136A670FC5E78A5F9D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities" xlink:label="loc_virt_IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities_BB6D072BEABB5BBF17FE0FC5E78A0234" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInOperatingCapitalAbstract_974BBA133E7E73D433110FC5E7882975" xlink:to="loc_virt_IncreaseDecreaseInAccountsPayableAndAccruedExpensesAndOtherLiabilities_BB6D072BEABB5BBF17FE0FC5E78A0234" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInOperatingActivities" xlink:label="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_7058AE36FF9F26C38B8C0FC5E78A49B9" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInOperatingActivitiesContinuingOperationsAbstract_4BD2EEADD068BE76129B0FC5E7856C20" xlink:to="loc_us-gaap_NetCashProvidedByUsedInOperatingActivities_7058AE36FF9F26C38B8C0FC5E78A49B9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsToDevelopSoftware" xlink:label="loc_us-gaap_PaymentsToDevelopSoftware_337F398ECC0AAC9A3CC10FC5E78BC1C0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:to="loc_us-gaap_PaymentsToDevelopSoftware_337F398ECC0AAC9A3CC10FC5E78BC1C0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsToAcquirePropertyPlantAndEquipment" xlink:label="loc_us-gaap_PaymentsToAcquirePropertyPlantAndEquipment_6C65660D6DEB1D72A5010FC5E78B9C20" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:to="loc_us-gaap_PaymentsToAcquirePropertyPlantAndEquipment_6C65660D6DEB1D72A5010FC5E78B9C20" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_5CF343A47EB43EB00BD60FC5E78BBC30" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_5CF343A47EB43EB00BD60FC5E78BBC30" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsToAcquireBusinessesNetOfCashAcquired" xlink:label="loc_us-gaap_PaymentsToAcquireBusinessesNetOfCashAcquired_80DCAB1B78B543E7A4CD0FC5E78CC640" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:to="loc_us-gaap_PaymentsToAcquireBusinessesNetOfCashAcquired_80DCAB1B78B543E7A4CD0FC5E78CC640" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInInvestingActivities" xlink:label="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_E4EA1CB4BD659201C13A0FC5E78C0DE0" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInInvestingActivitiesContinuingOperationsAbstract_810A7D10DE2592B403410FC5E78A196E" xlink:to="loc_us-gaap_NetCashProvidedByUsedInInvestingActivities_E4EA1CB4BD659201C13A0FC5E78C0DE0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsToMinorityShareholders" xlink:label="loc_us-gaap_PaymentsToMinorityShareholders_0BA066F58D0479F2D2350FC5E78C5893" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_PaymentsToMinorityShareholders_0BA066F58D0479F2D2350FC5E78C5893" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsOfDividends" xlink:label="loc_us-gaap_PaymentsOfDividends_36B1C3125D312662A60A0FC5E78DF6DD" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_PaymentsOfDividends_36B1C3125D312662A60A0FC5E78DF6DD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsForRepurchaseOfCommonStock" xlink:label="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_F2D6FE665B935AAE90C50FC5E78DD2FC" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_PaymentsForRepurchaseOfCommonStock_F2D6FE665B935AAE90C50FC5E78DD2FC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromStockOptionsExercised" xlink:label="loc_us-gaap_ProceedsFromStockOptionsExercised_1BF5A6DD3B0D7044A5E20FC5E78D4CFA" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_ProceedsFromStockOptionsExercised_1BF5A6DD3B0D7044A5E20FC5E78D4CFA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromRepaymentsOfShortTermDebt" xlink:label="loc_us-gaap_ProceedsFromRepaymentsOfShortTermDebt_F4BF8648EB1F4321F6DC0FC5E78EB91F" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_ProceedsFromRepaymentsOfShortTermDebt_F4BF8648EB1F4321F6DC0FC5E78EB91F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromIssuanceOfLongTermDebt" xlink:label="loc_us-gaap_ProceedsFromIssuanceOfLongTermDebt_BFFEE78452F6BCA3C20C0FC5E78EDBFE" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_ProceedsFromIssuanceOfLongTermDebt_BFFEE78452F6BCA3C20C0FC5E78EDBFE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_PaymentsForRepurchaseOfCommonUnits" xlink:label="loc_virt_PaymentsForRepurchaseOfCommonUnits_5A81C7CDDB46E79E407D0FC5E78E2558" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_virt_PaymentsForRepurchaseOfCommonUnits_5A81C7CDDB46E79E407D0FC5E78E2558" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RepaymentsOfLongTermDebt" xlink:label="loc_us-gaap_RepaymentsOfLongTermDebt_0F8F8D121A4915DC01380FC5E78FA66A" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_RepaymentsOfLongTermDebt_0F8F8D121A4915DC01380FC5E78FA66A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_PaymentOfTaxReceivableAgreementObligations" xlink:label="loc_virt_PaymentOfTaxReceivableAgreementObligations_C2FFC4541531C1D7298D0FC5E78F00F8" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_virt_PaymentOfTaxReceivableAgreementObligations_C2FFC4541531C1D7298D0FC5E78F00F8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsOfDebtIssuanceCosts" xlink:label="loc_us-gaap_PaymentsOfDebtIssuanceCosts_F3D7A6A17CDA86526A9B0FC5E78F8E44" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_PaymentsOfDebtIssuanceCosts_F3D7A6A17CDA86526A9B0FC5E78F8E44" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ProceedsPaymentsFromIssuanceOfCommonStockNetOfOfferingCosts" xlink:label="loc_virt_ProceedsPaymentsFromIssuanceOfCommonStockNetOfOfferingCosts_0558C3DD4213DCB6C41F0FC5E78FE4A4" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_virt_ProceedsPaymentsFromIssuanceOfCommonStockNetOfOfferingCosts_0558C3DD4213DCB6C41F0FC5E78FE4A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCashProvidedByUsedInFinancingActivities" xlink:label="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_9438D6408D767E237F2F0FC5E7907310" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_NetCashProvidedByUsedInFinancingActivitiesContinuingOperationsAbstract_0C896FCFB3B312E474E10FC5E78CA368" xlink:to="loc_us-gaap_NetCashProvidedByUsedInFinancingActivities_9438D6408D767E237F2F0FC5E7907310" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EffectOfExchangeRateOnCashAndCashEquivalents" xlink:label="loc_us-gaap_EffectOfExchangeRateOnCashAndCashEquivalents_02A2BDA1E91F4F86363F0FC5E79073A4" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_EffectOfExchangeRateOnCashAndCashEquivalents_02A2BDA1E91F4F86363F0FC5E79073A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashAndCashEquivalentsPeriodIncreaseDecrease" xlink:label="loc_us-gaap_CashAndCashEquivalentsPeriodIncreaseDecrease_0F0078D9F1B66328960F0FC5E790C0CE" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_CashAndCashEquivalentsPeriodIncreaseDecrease_0F0078D9F1B66328960F0FC5E790C0CE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_E7141DFBB703855C24FB0FC5E791BF9D" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_E7141DFBB703855C24FB0FC5E791BF9D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SupplementalCashFlowInformationAbstract" xlink:label="loc_us-gaap_SupplementalCashFlowInformationAbstract_F7C149510C0B5103F0830FC5E7913C12" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_us-gaap_SupplementalCashFlowInformationAbstract_F7C149510C0B5103F0830FC5E7913C12" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InterestPaidNet" xlink:label="loc_us-gaap_InterestPaidNet_CF137905EB5A6D6D1DE60FC5E79118CA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_F7C149510C0B5103F0830FC5E7913C12" xlink:to="loc_us-gaap_InterestPaidNet_CF137905EB5A6D6D1DE60FC5E79118CA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeTaxesPaidNet" xlink:label="loc_us-gaap_IncomeTaxesPaidNet_891AEFE6B568CEA32FEC0FC5E7927DC9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SupplementalCashFlowInformationAbstract_F7C149510C0B5103F0830FC5E7913C12" xlink:to="loc_us-gaap_IncomeTaxesPaidNet_891AEFE6B568CEA32FEC0FC5E7927DC9" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract" xlink:label="loc_virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract_D9E887A853697B91F9480FC5E792009D" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract_D9E887A853697B91F9480FC5E792009D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware" xlink:label="loc_virt_NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware_EF99FB7E40FC1FC7F3260FC5E7926144" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_CashFlowNoncashInvestingActivitiesDisclosureAbstract_D9E887A853697B91F9480FC5E792009D" xlink:to="loc_virt_NonCashCompensationToDevelopersSubjectToCapitalizationOfSoftware_EF99FB7E40FC1FC7F3260FC5E7926144" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract" xlink:label="loc_virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract_C1085A8F53E1A5B5B21A0FC5E793C965" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_8A94295012616E1B87A80FC5E784CC86" xlink:to="loc_virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract_C1085A8F53E1A5B5B21A0FC5E793C965" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NoncashFinancingActivitiesTaxReceivableAgreement" xlink:label="loc_virt_NoncashFinancingActivitiesTaxReceivableAgreement_2A04768A01F5678D39840FC5E7939CF8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract_C1085A8F53E1A5B5B21A0FC5E793C965" xlink:to="loc_virt_NoncashFinancingActivitiesTaxReceivableAgreement_2A04768A01F5678D39840FC5E7939CF8" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NoncashFinancingFromSecondaryOffering" xlink:label="loc_virt_NoncashFinancingFromSecondaryOffering_B5E2C382291825766FDC0FC5E7932275" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_CashFlowNoncashFinancingActivitiesDisclosureAbstract_C1085A8F53E1A5B5B21A0FC5E793C965" xlink:to="loc_virt_NoncashFinancingFromSecondaryOffering_B5E2C382291825766FDC0FC5E7932275" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CondensedConsolidatedStatementsOfChangesInEquityUnaudited" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_36CF48537038BA525EC300D202496957" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_49C65775ED7AB1CFAF7D00D20240DEBB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_36CF48537038BA525EC300D202496957" xlink:to="loc_us-gaap_StatementTable_49C65775ED7AB1CFAF7D00D20240DEBB" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementEquityComponentsAxis" xlink:label="loc_us-gaap_StatementEquityComponentsAxis_9B972C36D6E13DB4CEA400D202404E9A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_49C65775ED7AB1CFAF7D00D20240DEBB" xlink:to="loc_us-gaap_StatementEquityComponentsAxis_9B972C36D6E13DB4CEA400D202404E9A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_9B972C36D6E13DB4CEA400D202404E9A" xlink:to="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementEquityComponentsAxis_9B972C36D6E13DB4CEA400D202404E9A" xlink:to="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ParentMember" xlink:label="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5" xlink:to="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockMember" xlink:label="loc_us-gaap_CommonStockMember_A2468C7B608356E01F3100D20241BE09" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:to="loc_us-gaap_CommonStockMember_A2468C7B608356E01F3100D20241BE09" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockCommonMember" xlink:label="loc_us-gaap_TreasuryStockCommonMember_5D4DF20C8218F7B6F4C000D20241191F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:to="loc_us-gaap_TreasuryStockCommonMember_5D4DF20C8218F7B6F4C000D20241191F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AdditionalPaidInCapitalMember" xlink:label="loc_us-gaap_AdditionalPaidInCapitalMember_2BCEB00E662634E716BE00D20247C8C8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:to="loc_us-gaap_AdditionalPaidInCapitalMember_2BCEB00E662634E716BE00D20247C8C8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RetainedEarningsMember" xlink:label="loc_us-gaap_RetainedEarningsMember_42B8F3390192ADC081E400D20247F9FF" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:to="loc_us-gaap_RetainedEarningsMember_42B8F3390192ADC081E400D20247F9FF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_3F9964E024E9B2FE62F700D202474DA4" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ParentMember_F19ABFBC444DE9A7387800D202415E86" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeMember_3F9964E024E9B2FE62F700D202474DA4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NoncontrollingInterestMember" xlink:label="loc_us-gaap_NoncontrollingInterestMember_DE4078DD5C63C8142FD000D20247D986" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EquityComponentDomain_112E1966A5300512C40D00D20240F3D5" xlink:to="loc_us-gaap_NoncontrollingInterestMember_DE4078DD5C63C8142FD000D20247D986" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_407EC8E85C42DE2C85F500D20248FC0B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_49C65775ED7AB1CFAF7D00D20240DEBB" xlink:to="loc_us-gaap_StatementClassOfStockAxis_407EC8E85C42DE2C85F500D20248FC0B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_407EC8E85C42DE2C85F500D20248FC0B" xlink:to="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_407EC8E85C42DE2C85F500D20248FC0B" xlink:to="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_B30014A9083B8D7DC01A00D20248EE68" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777" xlink:to="loc_us-gaap_CommonClassAMember_B30014A9083B8D7DC01A00D20248EE68" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassCMember" xlink:label="loc_us-gaap_CommonClassCMember_A9407DD0399FBF951CB700D20248A883" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777" xlink:to="loc_us-gaap_CommonClassCMember_A9407DD0399FBF951CB700D20248A883" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassDMember" xlink:label="loc_virt_CommonClassDMember_2D9E66CFBA7A6B7F60C700D202491D2C" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_564EDB52F4D2CCE1618300D20248C777" xlink:to="loc_virt_CommonClassDMember_2D9E66CFBA7A6B7F60C700D202491D2C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:label="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_36CF48537038BA525EC300D202496957" xlink:to="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SharesIssued" xlink:label="loc_us-gaap_SharesIssued_E025AD3F1620BF37675200D20249F783" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_SharesIssued_E025AD3F1620BF37675200D20249F783" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_12BE798FD4F315A3892000D2024AA770" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_12BE798FD4F315A3892000D2024AA770" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesShareBasedCompensation" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesShareBasedCompensation_76DFA375C78A360B790800D2024AFFA6" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesShareBasedCompensation_76DFA375C78A360B790800D2024AFFA6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueShareBasedCompensation" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueShareBasedCompensation_71C20A9B771D716DB7F100D2024A0B7E" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueShareBasedCompensation_71C20A9B771D716DB7F100D2024A0B7E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchasedDuringPeriodShares" xlink:label="loc_us-gaap_StockRepurchasedDuringPeriodShares_A30412A72CFBD33B3D5F00D2024A17F5" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockRepurchasedDuringPeriodShares_A30412A72CFBD33B3D5F00D2024A17F5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchasedDuringPeriodValue" xlink:label="loc_us-gaap_StockRepurchasedDuringPeriodValue_C041FA6F5C3F5283AD1E00D2024AE91A" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockRepurchasedDuringPeriodValue_C041FA6F5C3F5283AD1E00D2024AE91A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockSharesAcquired" xlink:label="loc_us-gaap_TreasuryStockSharesAcquired_7DCA78FACB087BAADC2100D2024BA6CE" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_TreasuryStockSharesAcquired_7DCA78FACB087BAADC2100D2024BA6CE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockValueAcquiredCostMethod" xlink:label="loc_us-gaap_TreasuryStockValueAcquiredCostMethod_D54762B8F0560999C95400D2024B0020" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_TreasuryStockValueAcquiredCostMethod_D54762B8F0560999C95400D2024B0020" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_909AAD075943E3AC261A00D2024B212C" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_909AAD075943E3AC261A00D2024B212C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_5CE71168FE11B1C0CBAC00D2024BC404" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueStockOptionsExercised_5CE71168FE11B1C0CBAC00D2024BC404" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProfitLoss" xlink:label="loc_us-gaap_ProfitLoss_A0B818C1E34CF597697400D2024B5AB3" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_ProfitLoss_A0B818C1E34CF597697400D2024B5AB3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax_DC217F5C197ADD665DB800D2024BEADC" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax_DC217F5C197ADD665DB800D2024BEADC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders" xlink:label="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_447F6AA5E3C8DDE3C0C100D2024CE1EA" xlink:type="locator" />
    <link:definitionArc order="13" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_MinorityInterestDecreaseFromDistributionsToNoncontrollingInterestHolders_447F6AA5E3C8DDE3C0C100D2024CE1EA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DividendsCommonStock" xlink:label="loc_us-gaap_DividendsCommonStock_BF0313B925B1F6A7812B00D2024C2238" xlink:type="locator" />
    <link:definitionArc order="14" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_DividendsCommonStock_BF0313B925B1F6A7812B00D2024C2238" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_StockIssuedDuringPeriodSharesEmployeeExchanges" xlink:label="loc_virt_StockIssuedDuringPeriodSharesEmployeeExchanges_678A42A2C204BADD132C00D2024C0C65" xlink:type="locator" />
    <link:definitionArc order="15" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_virt_StockIssuedDuringPeriodSharesEmployeeExchanges_678A42A2C204BADD132C00D2024C0C65" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_820417993B9C2D9D544F00D2024C23BA" xlink:type="locator" />
    <link:definitionArc order="16" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesNewIssues_820417993B9C2D9D544F00D2024C23BA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueNewIssues" xlink:label="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_2301A8723F2281BBD93600D2024CC6AB" xlink:type="locator" />
    <link:definitionArc order="17" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_us-gaap_StockIssuedDuringPeriodValueNewIssues_2301A8723F2281BBD93600D2024CC6AB" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares" xlink:label="loc_virt_CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares_AC97B85FB3E2BCFC6AA900D2024CB361" xlink:type="locator" />
    <link:definitionArc order="18" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_virt_CommonUnitsRepurchasedDuringPeriodInSecondaryOfferingShares_AC97B85FB3E2BCFC6AA900D2024CB361" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_AdjustmentsToAdditionalPaidInCapitalIncreaseDecreaseInTaxReceivableAgreement" xlink:label="loc_virt_AdjustmentsToAdditionalPaidInCapitalIncreaseDecreaseInTaxReceivableAgreement_BE6985DB045AE089F35A00D2024DD65D" xlink:type="locator" />
    <link:definitionArc order="19" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncreaseDecreaseInStockholdersEquityRollForward_CA1892750FC311C9804200D202497AEE" xlink:to="loc_virt_AdjustmentsToAdditionalPaidInCapitalIncreaseDecreaseInTaxReceivableAgreement_BE6985DB045AE089F35A00D2024DD65D" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CondensedConsolidatedStatementsOfComprehensiveIncomeUnaudited" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_CEAFD7F2F7B4AC15C51900D20275D688" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_StatementTable_CEAFD7F2F7B4AC15C51900D20275D688" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductOrServiceAxis" xlink:label="loc_srt_ProductOrServiceAxis_1FDB6103CE6BE0D2687A00D20276F1C3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_CEAFD7F2F7B4AC15C51900D20275D688" xlink:to="loc_srt_ProductOrServiceAxis_1FDB6103CE6BE0D2687A00D20276F1C3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_627A8B113C4F211580C900D20276DD1B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_1FDB6103CE6BE0D2687A00D20276F1C3" xlink:to="loc_srt_ProductsAndServicesDomain_627A8B113C4F211580C900D20276DD1B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_627A8B113C4F211580C900D20276DD1B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_1FDB6103CE6BE0D2687A00D20276F1C3" xlink:to="loc_srt_ProductsAndServicesDomain_627A8B113C4F211580C900D20276DD1B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProductAndServiceOtherMember" xlink:label="loc_us-gaap_ProductAndServiceOtherMember_41E7124AF1E7058DEA0A00D20276367E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_627A8B113C4F211580C900D20276DD1B" xlink:to="loc_us-gaap_ProductAndServiceOtherMember_41E7124AF1E7058DEA0A00D20276367E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenuesAbstract" xlink:label="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TradingGainsLosses" xlink:label="loc_us-gaap_TradingGainsLosses_A76398204D508D53D7FC00D20277EEB2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:to="loc_us-gaap_TradingGainsLosses_A76398204D508D53D7FC00D20277EEB2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InterestAndDividendIncomeOperating" xlink:label="loc_us-gaap_InterestAndDividendIncomeOperating_E4A083CDD04C2B40380500D20277260C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:to="loc_us-gaap_InterestAndDividendIncomeOperating_E4A083CDD04C2B40380500D20277260C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_951B4F7AC4ECC4CC592900D202788758" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_951B4F7AC4ECC4CC592900D202788758" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Revenues" xlink:label="loc_us-gaap_Revenues_5A7B75E1FE629C56B82100D2027804ED" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RevenuesAbstract_B642A637495D8965221300D20277FB61" xlink:to="loc_us-gaap_Revenues_5A7B75E1FE629C56B82100D2027804ED" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingExpensesAbstract" xlink:label="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FloorBrokerageExchangeAndClearanceFees" xlink:label="loc_us-gaap_FloorBrokerageExchangeAndClearanceFees_BBC8E4CECE9422B9F57B00D20278FAD9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_FloorBrokerageExchangeAndClearanceFees_BBC8E4CECE9422B9F57B00D20278FAD9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommunicationsAndInformationTechnology" xlink:label="loc_us-gaap_CommunicationsAndInformationTechnology_CED4EB5B5F8EFECE0B9300D20278AA09" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_CommunicationsAndInformationTechnology_CED4EB5B5F8EFECE0B9300D20278AA09" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LaborAndRelatedExpense" xlink:label="loc_us-gaap_LaborAndRelatedExpense_8C72E5A35D9E2E8DBE6A00D202798B48" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_LaborAndRelatedExpense_8C72E5A35D9E2E8DBE6A00D202798B48" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OrderFlowFees" xlink:label="loc_us-gaap_OrderFlowFees_FB588E6EC1D53AD50BD700D2027FB6A0" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_OrderFlowFees_FB588E6EC1D53AD50BD700D2027FB6A0" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_InterestAndDividendExpenseOperating" xlink:label="loc_virt_InterestAndDividendExpenseOperating_0A74CBB741C889C342D700D2027F0A38" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_virt_InterestAndDividendExpenseOperating_0A74CBB741C889C342D700D2027F0A38" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GeneralAndAdministrativeExpense" xlink:label="loc_us-gaap_GeneralAndAdministrativeExpense_62FC78423F3C3F40C65700D2027FD458" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_GeneralAndAdministrativeExpense_62FC78423F3C3F40C65700D2027FD458" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DepreciationAndAmortizationExcludingIntangibleAssets" xlink:label="loc_virt_DepreciationAndAmortizationExcludingIntangibleAssets_C27FC952B5A3F6685F9400D2027FB9EF" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_virt_DepreciationAndAmortizationExcludingIntangibleAssets_C27FC952B5A3F6685F9400D2027FB9EF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AmortizationOfIntangibleAssets" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_C66F3CAFDBDC4CF88BB900D2027F0648" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_C66F3CAFDBDC4CF88BB900D2027F0648" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GainLossOnContractTermination" xlink:label="loc_us-gaap_GainLossOnContractTermination_97FE224C4EEA358623DB00D2027FB745" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_GainLossOnContractTermination_97FE224C4EEA358623DB00D2027FB745" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DebtIssueCostRelatedToDebtRefinancing" xlink:label="loc_virt_DebtIssueCostRelatedToDebtRefinancing_1796F0E408F86E31906C00D20280B72E" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_virt_DebtIssueCostRelatedToDebtRefinancing_1796F0E408F86E31906C00D20280B72E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LegalFees" xlink:label="loc_us-gaap_LegalFees_2FE56B912920F4ECBB7F00D202809039" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_LegalFees_2FE56B912920F4ECBB7F00D202809039" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ShareBasedCompensationExpenseVestedUponInitialPublicOffering" xlink:label="loc_virt_ShareBasedCompensationExpenseVestedUponInitialPublicOffering_5186AC3B88822E24E9E800D20280362A" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_virt_ShareBasedCompensationExpenseVestedUponInitialPublicOffering_5186AC3B88822E24E9E800D20280362A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_InterestExpenseDebt" xlink:label="loc_us-gaap_InterestExpenseDebt_D6899850E4FCC172B8B400D2028040E9" xlink:type="locator" />
    <link:definitionArc order="13" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_InterestExpenseDebt_D6899850E4FCC172B8B400D2028040E9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OperatingExpenses" xlink:label="loc_us-gaap_OperatingExpenses_891259A0283299D829A900D2028105DD" xlink:type="locator" />
    <link:definitionArc order="14" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_OperatingExpenses_891259A0283299D829A900D2028105DD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_3A6064572773D618295400D20281BC34" xlink:type="locator" />
    <link:definitionArc order="15" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_3A6064572773D618295400D20281BC34" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeTaxExpenseBenefit" xlink:label="loc_us-gaap_IncomeTaxExpenseBenefit_896DB5BF3D5469450E6300D20281DDCE" xlink:type="locator" />
    <link:definitionArc order="16" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_IncomeTaxExpenseBenefit_896DB5BF3D5469450E6300D20281DDCE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProfitLoss" xlink:label="loc_us-gaap_ProfitLoss_FBEBEF7E73214C53EEEB00D20281A6F6" xlink:type="locator" />
    <link:definitionArc order="17" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_ProfitLoss_FBEBEF7E73214C53EEEB00D20281A6F6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLossAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_A2D609736D2E39DC354D00D20281FDE9" xlink:type="locator" />
    <link:definitionArc order="18" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_NetIncomeLossAttributableToNoncontrollingInterest_A2D609736D2E39DC354D00D20281FDE9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLoss" xlink:label="loc_us-gaap_NetIncomeLoss_0ECEA14D94DC845EFD4900D2028256F6" xlink:type="locator" />
    <link:definitionArc order="19" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OperatingExpensesAbstract_4966EDBECE0026BF97F400D20278B4CB" xlink:to="loc_us-gaap_NetIncomeLoss_0ECEA14D94DC845EFD4900D2028256F6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareAbstract" xlink:label="loc_us-gaap_EarningsPerShareAbstract_755B4A6ED52BCE02E10F00D202822D1E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_EarningsPerShareAbstract_755B4A6ED52BCE02E10F00D202822D1E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareBasic" xlink:label="loc_us-gaap_EarningsPerShareBasic_688E13E2BF3910C1217900D20282BAEA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareAbstract_755B4A6ED52BCE02E10F00D202822D1E" xlink:to="loc_us-gaap_EarningsPerShareBasic_688E13E2BF3910C1217900D20282BAEA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareDiluted" xlink:label="loc_us-gaap_EarningsPerShareDiluted_D3EE34FE9F4737AD615800D202823DFB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareAbstract_755B4A6ED52BCE02E10F00D202822D1E" xlink:to="loc_us-gaap_EarningsPerShareDiluted_D3EE34FE9F4737AD615800D202823DFB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_B0B0E9AA1E76CC98BF4100D20282B5AD" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_B0B0E9AA1E76CC98BF4100D20282B5AD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_CB332269EE45A2ADB7BD00D20283554F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_B0B0E9AA1E76CC98BF4100D20282B5AD" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_CB332269EE45A2ADB7BD00D20283554F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_798DA319F8A84547210600D202837AB5" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_B0B0E9AA1E76CC98BF4100D20282B5AD" xlink:to="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_798DA319F8A84547210600D202837AB5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ComprehensiveIncomeNetOfTaxAbstract" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_54796AAC8DFAF260CC6400D20276F9E2" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParentAbstract" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParentAbstract_09FD628FE7934762FA2400D202842D2D" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParentAbstract_09FD628FE7934762FA2400D202842D2D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax_152FD83712467E6E3E2300D20284B28B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OtherComprehensiveIncomeLossNetOfTaxPortionAttributableToParentAbstract_09FD628FE7934762FA2400D202842D2D" xlink:to="loc_us-gaap_OtherComprehensiveIncomeLossForeignCurrencyTransactionAndTranslationAdjustmentNetOfTax_152FD83712467E6E3E2300D20284B28B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_3011259E3A0A53E7599700D20284FEBD" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxIncludingPortionAttributableToNoncontrollingInterest_3011259E3A0A53E7599700D20284FEBD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_3F446A43D05AFD0A36D100D202847BDE" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTaxAttributableToNoncontrollingInterest_3F446A43D05AFD0A36D100D202847BDE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ComprehensiveIncomeNetOfTax" xlink:label="loc_us-gaap_ComprehensiveIncomeNetOfTax_B99758046F09653C6E8400D202849EAC" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComprehensiveIncomeNetOfTaxAbstract_4226A7B4856C578D8F8400D20283FF0C" xlink:to="loc_us-gaap_ComprehensiveIncomeNetOfTax_B99758046F09653C6E8400D202849EAC" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CondensedConsolidatedStatementsOfFinancialConditionUnaudited" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_1A057F89AAD068141C4C00D202C4BBC8" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_750B1BBD37ABCC82545D00D202C28A00" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_1A057F89AAD068141C4C00D202C4BBC8" xlink:to="loc_us-gaap_StatementTable_750B1BBD37ABCC82545D00D202C28A00" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_CBCFBF1EF8403B2B174700D202C355D5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_750B1BBD37ABCC82545D00D202C28A00" xlink:to="loc_us-gaap_StatementClassOfStockAxis_CBCFBF1EF8403B2B174700D202C355D5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_CBCFBF1EF8403B2B174700D202C355D5" xlink:to="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_CBCFBF1EF8403B2B174700D202C355D5" xlink:to="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_1AA7BD0C50C23AF7936A00D202C3B685" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:to="loc_us-gaap_CommonClassAMember_1AA7BD0C50C23AF7936A00D202C3B685" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="loc_us-gaap_CommonClassBMember_9780A3E46DD1AA3F3BD500D202C34F53" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:to="loc_us-gaap_CommonClassBMember_9780A3E46DD1AA3F3BD500D202C34F53" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassCMember" xlink:label="loc_us-gaap_CommonClassCMember_A92F145945561F785E4100D202C482BC" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:to="loc_us-gaap_CommonClassCMember_A92F145945561F785E4100D202C482BC" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassDMember" xlink:label="loc_virt_CommonClassDMember_889D81F7C26E74BB921400D202C4F87F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_AF0E7F15F5FD4143B8A700D202C3A5BC" xlink:to="loc_virt_CommonClassDMember_889D81F7C26E74BB921400D202C4F87F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsAbstract" xlink:label="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_1A057F89AAD068141C4C00D202C4BBC8" xlink:to="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_F9F0A43B276A74E7963500D202C50D06" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_F9F0A43B276A74E7963500D202C50D06" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowed" xlink:label="loc_us-gaap_SecuritiesBorrowed_637448630CA57F0FF28800D202C5DBBF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_SecuritiesBorrowed_637448630CA57F0FF28800D202C5DBBF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResell" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_671FED849D5D5897F46B00D202C5DFCE" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_671FED849D5D5897F46B00D202C5DFCE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations" xlink:label="loc_us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations_7EDDD6982EBBEEE9E6E300D202C57129" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations_7EDDD6982EBBEEE9E6E300D202C57129" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValueAbstract" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAtFairValueAbstract_ADE029C75918A3A493A100D202C5DEFB" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAtFairValueAbstract_ADE029C75918A3A493A100D202C5DEFB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue_B2D7E789720558ACE7BD00D202C65057" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAtFairValueAbstract_ADE029C75918A3A493A100D202C5DEFB" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue_B2D7E789720558ACE7BD00D202C65057" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_875D37A453131D8C266100D202C76CA5" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsOwnedAtFairValueAbstract_ADE029C75918A3A493A100D202C5DEFB" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_875D37A453131D8C266100D202C76CA5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentNet" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentNet_C0BA9CDF37E7D9E1A97A00D202C7C88D" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentNet_C0BA9CDF37E7D9E1A97A00D202C7C88D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_7A8C1B7003FAA19ADD1C00D202C88F15" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_Goodwill_7A8C1B7003FAA19ADD1C00D202C88F15" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_66E89EDA76026B21351F00D202CDC3B1" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_66E89EDA76026B21351F00D202CDC3B1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DeferredIncomeTaxAssetsNet" xlink:label="loc_us-gaap_DeferredIncomeTaxAssetsNet_852F5FCBF666F8EE654900D202CDFA41" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_DeferredIncomeTaxAssetsNet_852F5FCBF666F8EE654900D202CDFA41" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation" xlink:label="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_E6B3E2574FC9852257CA00D202CDD59E" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperation_E6B3E2574FC9852257CA00D202CDD59E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssets" xlink:label="loc_us-gaap_OtherAssets_383868FD05C15A278AB600D202CD6709" xlink:type="locator" />
    <link:definitionArc order="11" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_OtherAssets_383868FD05C15A278AB600D202CD6709" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Assets" xlink:label="loc_us-gaap_Assets_1A7FCE824D50B936368100D202CE85CF" xlink:type="locator" />
    <link:definitionArc order="12" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsAbstract_7DC2DB71363AAB25ACF300D202C44668" xlink:to="loc_us-gaap_Assets_1A7FCE824D50B936368100D202CE85CF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquityAbstract" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_57A6AFC1B87CC667996D00D202CE4359" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_1A057F89AAD068141C4C00D202C4BBC8" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_57A6AFC1B87CC667996D00D202CE4359" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesAbstract" xlink:label="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_57A6AFC1B87CC667996D00D202CE4359" xlink:to="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermBorrowings" xlink:label="loc_us-gaap_ShortTermBorrowings_86CE290B8DAFA5DC3DB600D202CFB9E4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_ShortTermBorrowings_86CE290B8DAFA5DC3DB600D202CFB9E4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoaned" xlink:label="loc_us-gaap_SecuritiesLoaned_47152A08536F381E627B00D202CF8FE9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_SecuritiesLoaned_47152A08536F381E627B00D202CF8FE9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_27EB7584F231DA8F05A900D202CF9BE4" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_27EB7584F231DA8F05A900D202CF9BE4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PayablesToBrokerDealersAndClearingOrganizations" xlink:label="loc_us-gaap_PayablesToBrokerDealersAndClearingOrganizations_7E4FAACCFEEE2FCF9CC100D202CFF273" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_PayablesToBrokerDealersAndClearingOrganizations_7E4FAACCFEEE2FCF9CC100D202CFF273" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValueAbstract" xlink:label="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValueAbstract_1A310F51A6190B5D77B900D202D016AE" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValueAbstract_1A310F51A6190B5D77B900D202D016AE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue_60B35F470F6B0BA0B5D800D202D08AD6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValueAbstract_1A310F51A6190B5D77B900D202D016AE" xlink:to="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue_60B35F470F6B0BA0B5D800D202D08AD6" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TaxReceivableAgreementObligations" xlink:label="loc_virt_TaxReceivableAgreementObligations_61BCF2A488991A5E44B900D202D026BC" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_virt_TaxReceivableAgreementObligations_61BCF2A488991A5E44B900D202D026BC" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_AccountsPayableAndAccruedExpensesAndOtherLiabilities" xlink:label="loc_virt_AccountsPayableAndAccruedExpensesAndOtherLiabilities_A88A1CB71E6D924C28F700D202D0C096" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_virt_AccountsPayableAndAccruedExpensesAndOtherLiabilities_A88A1CB71E6D924C28F700D202D0C096" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongTermDebt" xlink:label="loc_us-gaap_LongTermDebt_C3646F0082EC1A7EBD7100D202D193B6" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_LongTermDebt_C3646F0082EC1A7EBD7100D202D193B6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Liabilities" xlink:label="loc_us-gaap_Liabilities_1D7AE77F8ACB0E08E36700D202D1F85C" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAbstract_C14D04C263CA140287C400D202CEE0E0" xlink:to="loc_us-gaap_Liabilities_1D7AE77F8ACB0E08E36700D202D1F85C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommitmentsAndContingencies" xlink:label="loc_us-gaap_CommitmentsAndContingencies_FE954F1A52F6D1586C0B00D202D1B090" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_57A6AFC1B87CC667996D00D202CE4359" xlink:to="loc_us-gaap_CommitmentsAndContingencies_FE954F1A52F6D1586C0B00D202D1B090" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesAndStockholdersEquityAbstract_57A6AFC1B87CC667996D00D202CE4359" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockValue" xlink:label="loc_us-gaap_CommonStockValue_0941CCE46B4350F8060C00D202D15421" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_CommonStockValue_0941CCE46B4350F8060C00D202D15421" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockCommonValue" xlink:label="loc_us-gaap_TreasuryStockCommonValue_4DE86C8024283266035700D202D2B0EC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_TreasuryStockCommonValue_4DE86C8024283266035700D202D2B0EC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AdditionalPaidInCapital" xlink:label="loc_us-gaap_AdditionalPaidInCapital_3FDD477A978F640256F000D202D2DFFA" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_AdditionalPaidInCapital_3FDD477A978F640256F000D202D2DFFA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RetainedEarningsAccumulatedDeficit" xlink:label="loc_us-gaap_RetainedEarningsAccumulatedDeficit_C3D9C1054061E5C8B1D100D202D23255" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_RetainedEarningsAccumulatedDeficit_C3D9C1054061E5C8B1D100D202D23255" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:label="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_E86B537B552267D7E12100D202D231C1" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax_E86B537B552267D7E12100D202D231C1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquity" xlink:label="loc_us-gaap_StockholdersEquity_58CA6C2595D6222AF38600D202D21644" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_StockholdersEquity_58CA6C2595D6222AF38600D202D21644" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinorityInterest" xlink:label="loc_us-gaap_MinorityInterest_DFD15D9819E9A130E3C400D202D2C0AF" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_MinorityInterest_DFD15D9819E9A130E3C400D202D2C0AF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest" xlink:label="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_6A88636723BEAA40D50200D202D35585" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterest_6A88636723BEAA40D50200D202D35585" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesAndStockholdersEquity" xlink:label="loc_us-gaap_LiabilitiesAndStockholdersEquity_641765ADF1253DAB311B00D202D3D0FA" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StockholdersEquityIncludingPortionAttributableToNoncontrollingInterestAbstract_FD5F9F05A536447F736400D202D11EE9" xlink:to="loc_us-gaap_LiabilitiesAndStockholdersEquity_641765ADF1253DAB311B00D202D3D0FA" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/CondensedConsolidatedStatementsOfFinancialConditionUnauditedParenthetical" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementLineItems" xlink:label="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementTable" xlink:label="loc_us-gaap_StatementTable_BC7E9EF5DE4A3FFB2E8400D20298E7F9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_StatementTable_BC7E9EF5DE4A3FFB2E8400D20298E7F9" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_7D15F3C9C98AA508F3E400D20298E7E7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_StatementTable_BC7E9EF5DE4A3FFB2E8400D20298E7F9" xlink:to="loc_us-gaap_StatementClassOfStockAxis_7D15F3C9C98AA508F3E400D20298E7E7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_7D15F3C9C98AA508F3E400D20298E7E7" xlink:to="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_7D15F3C9C98AA508F3E400D20298E7E7" xlink:to="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_B2C4354A7E878AAE7EEB00D202999F64" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:to="loc_us-gaap_CommonClassAMember_B2C4354A7E878AAE7EEB00D202999F64" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="loc_us-gaap_CommonClassBMember_5206FE7A097096ECD65700D20299F9E6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:to="loc_us-gaap_CommonClassBMember_5206FE7A097096ECD65700D20299F9E6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassCMember" xlink:label="loc_us-gaap_CommonClassCMember_2BC4AA5137E8F39F2F5C00D20299E604" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:to="loc_us-gaap_CommonClassCMember_2BC4AA5137E8F39F2F5C00D20299E604" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassDMember" xlink:label="loc_virt_CommonClassDMember_69AF51B2920460012C8A00D20299069D" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_25010D04243A350FBAF100D202980CF1" xlink:to="loc_virt_CommonClassDMember_69AF51B2920460012C8A00D20299069D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment" xlink:label="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_54E90DE96C01BBCE28DE00D2029AE23F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_AccumulatedDepreciationDepletionAndAmortizationPropertyPlantAndEquipment_54E90DE96C01BBCE28DE00D2029AE23F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_807A4947BC1F6929AA7900D2029A8985" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_807A4947BC1F6929AA7900D2029A8985" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetsFairValueDisclosure" xlink:label="loc_us-gaap_OtherAssetsFairValueDisclosure_8ABF026E574C08CB235900D2029A097E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_OtherAssetsFairValueDisclosure_8ABF026E574C08CB235900D2029A097E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockParOrStatedValuePerShare" xlink:label="loc_us-gaap_CommonStockParOrStatedValuePerShare_50675FE766FE2B793BB900D2029ABF7A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_CommonStockParOrStatedValuePerShare_50675FE766FE2B793BB900D2029ABF7A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesAuthorized" xlink:label="loc_us-gaap_CommonStockSharesAuthorized_EBFA437300202B2F875400D2029ACA7B" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_CommonStockSharesAuthorized_EBFA437300202B2F875400D2029ACA7B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesIssued" xlink:label="loc_us-gaap_CommonStockSharesIssued_FDDE91FB3703A8AB69BC00D2029BC590" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_CommonStockSharesIssued_FDDE91FB3703A8AB69BC00D2029BC590" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockSharesOutstanding" xlink:label="loc_us-gaap_CommonStockSharesOutstanding_CDD7884EC8F71D22EF5900D2029B88C4" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_CommonStockSharesOutstanding_CDD7884EC8F71D22EF5900D2029B88C4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TreasuryStockCommonShares" xlink:label="loc_us-gaap_TreasuryStockCommonShares_99804D0567F3D2687D5200D2029B5C01" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_StatementLineItems_C5E70FC585DABCB2469800D20299DEB5" xlink:to="loc_us-gaap_TreasuryStockCommonShares_99804D0567F3D2687D5200D2029B5C01" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/DerivativeInstruments" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/DerivativeInstrumentsFairValueOfDerivativeInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativesFairValueLineItems" xlink:label="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable" xlink:label="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_A8DB7D694EDC49CE30E8B8D2EBD42690" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:to="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_A8DB7D694EDC49CE30E8B8D2EBD42690" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_C0CC5E6B0DE23CC5F65AB8D2EBD46A46" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_A8DB7D694EDC49CE30E8B8D2EBD42690" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_C0CC5E6B0DE23CC5F65AB8D2EBD46A46" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_C0CC5E6B0DE23CC5F65AB8D2EBD46A46" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_C0CC5E6B0DE23CC5F65AB8D2EBD46A46" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_EquitiesFuturesMember" xlink:label="loc_virt_EquitiesFuturesMember_46C04DC4DC7F8A6B727FB8D2EBD581F5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_virt_EquitiesFuturesMember_46C04DC4DC7F8A6B727FB8D2EBD581F5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommodityContractMember" xlink:label="loc_us-gaap_CommodityContractMember_5F0C6E92E570C76FF32EB8D2EBD5A4AF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_us-gaap_CommodityContractMember_5F0C6E92E570C76FF32EB8D2EBD5A4AF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeFutureMember" xlink:label="loc_us-gaap_ForeignExchangeFutureMember_B76907B379A26F4864EBB8D2EBD6988D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_us-gaap_ForeignExchangeFutureMember_B76907B379A26F4864EBB8D2EBD6988D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FixedIncomeInterestRateMember" xlink:label="loc_us-gaap_FixedIncomeInterestRateMember_B2DE45FCAF77B7834609B8D2EBD64C71" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_us-gaap_FixedIncomeInterestRateMember_B2DE45FCAF77B7834609B8D2EBD64C71" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OptionMember" xlink:label="loc_us-gaap_OptionMember_A1E9E13DD5DEBDEF48A8B8D2EBD68217" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_us-gaap_OptionMember_A1E9E13DD5DEBDEF48A8B8D2EBD68217" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="loc_us-gaap_ForeignExchangeForwardMember_6766B61D4F660D7A9490B8D2EBD68C55" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_8031E0E5BBED429000AEB8D2EBD5FDF1" xlink:to="loc_us-gaap_ForeignExchangeForwardMember_6766B61D4F660D7A9490B8D2EBD68C55" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationAxis" xlink:label="loc_us-gaap_HedgingDesignationAxis_BE507C1C76F6C622F1A1B8D2EBD6C198" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_A8DB7D694EDC49CE30E8B8D2EBD42690" xlink:to="loc_us-gaap_HedgingDesignationAxis_BE507C1C76F6C622F1A1B8D2EBD6C198" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationDomain" xlink:label="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_HedgingDesignationAxis_BE507C1C76F6C622F1A1B8D2EBD6C198" xlink:to="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationDomain" xlink:label="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_HedgingDesignationAxis_BE507C1C76F6C622F1A1B8D2EBD6C198" xlink:to="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NondesignatedMember" xlink:label="loc_us-gaap_NondesignatedMember_F3145EC09A27DA0D980DB8D2EBD74C91" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34" xlink:to="loc_us-gaap_NondesignatedMember_F3145EC09A27DA0D980DB8D2EBD74C91" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DesignatedAsHedgingInstrumentMember" xlink:label="loc_us-gaap_DesignatedAsHedgingInstrumentMember_A44E593D85247BB52840B8D2EBD7AFB3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_HedgingDesignationDomain_DCE45BA494634AFF3A8BB8D2EBD74B34" xlink:to="loc_us-gaap_DesignatedAsHedgingInstrumentMember_A44E593D85247BB52840B8D2EBD7AFB3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BalanceSheetLocationAxis" xlink:label="loc_us-gaap_BalanceSheetLocationAxis_9066AFBC6DAEF25C5E4FB8D2EBD8F546" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValuesDerivativesBalanceSheetLocationByDerivativeContractTypeByHedgingDesignationTable_A8DB7D694EDC49CE30E8B8D2EBD42690" xlink:to="loc_us-gaap_BalanceSheetLocationAxis_9066AFBC6DAEF25C5E4FB8D2EBD8F546" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BalanceSheetLocationDomain" xlink:label="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_BalanceSheetLocationAxis_9066AFBC6DAEF25C5E4FB8D2EBD8F546" xlink:to="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BalanceSheetLocationDomain" xlink:label="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_BalanceSheetLocationAxis_9066AFBC6DAEF25C5E4FB8D2EBD8F546" xlink:to="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ReceivablesFromBrokerDealersAndClearingOrganizationsMember" xlink:label="loc_virt_ReceivablesFromBrokerDealersAndClearingOrganizationsMember_613D567C17503432E74FB8D2EBD89097" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:to="loc_virt_ReceivablesFromBrokerDealersAndClearingOrganizationsMember_613D567C17503432E74FB8D2EBD89097" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FinancialInstrumentsOwnedMember" xlink:label="loc_virt_FinancialInstrumentsOwnedMember_642979C774CF8D368770B8D2EBD81382" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:to="loc_virt_FinancialInstrumentsOwnedMember_642979C774CF8D368770B8D2EBD81382" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_PayablesToBrokerDealersAndClearingOrganizationsMember" xlink:label="loc_virt_PayablesToBrokerDealersAndClearingOrganizationsMember_65E51378A4EA75DABF15B8D2EBD856CF" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:to="loc_virt_PayablesToBrokerDealersAndClearingOrganizationsMember_65E51378A4EA75DABF15B8D2EBD856CF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldNotYetPurchasedMember" xlink:label="loc_us-gaap_SecuritiesSoldNotYetPurchasedMember_5E54BB07C7313ECC9A5BB8D2EBD96384" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_BalanceSheetLocationDomain_A4B2931AA247C127E867B8D2EBD83678" xlink:to="loc_us-gaap_SecuritiesSoldNotYetPurchasedMember_5E54BB07C7313ECC9A5BB8D2EBD96384" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_78C7B6B45570DE8EDF06B8D2EBD9F3CA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_78C7B6B45570DE8EDF06B8D2EBD9F3CA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_C5EB71EB2445E6A8BD9EB8D2EBDA4407" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_C5EB71EB2445E6A8BD9EB8D2EBDA4407" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetNotionalAmount" xlink:label="loc_us-gaap_DerivativeAssetNotionalAmount_2E06EBA353413665F993B8D2EBDA76D0" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:to="loc_us-gaap_DerivativeAssetNotionalAmount_2E06EBA353413665F993B8D2EBDA76D0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilityNotionalAmount" xlink:label="loc_us-gaap_DerivativeLiabilityNotionalAmount_9AE59B61A521BFBED3EEB8D2EBDA48E6" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativesFairValueLineItems_50C0FCD6036E4A101C58B8D2EBD93D10" xlink:to="loc_us-gaap_DerivativeLiabilityNotionalAmount_9AE59B61A521BFBED3EEB8D2EBDA48E6" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/DerivativeInstrumentsGainFromDerivativeInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossLineItems" xlink:label="loc_us-gaap_DerivativeInstrumentsGainLossLineItems_12740D31E24F8E5A657AB8C256B689F8" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable" xlink:label="loc_us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable_A597F3BB286AB4172BCAB8C256B34C6F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DerivativeInstrumentsGainLossLineItems_12740D31E24F8E5A657AB8C256B689F8" xlink:to="loc_us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable_A597F3BB286AB4172BCAB8C256B34C6F" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_A3353ECAAEC2C021B748B8C256B4F941" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable_A597F3BB286AB4172BCAB8C256B34C6F" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_A3353ECAAEC2C021B748B8C256B4F941" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_A3353ECAAEC2C021B748B8C256B4F941" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_A3353ECAAEC2C021B748B8C256B4F941" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FutureMember" xlink:label="loc_us-gaap_FutureMember_2AEDD5A546BA80A31C53B8C256B4FC38" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43" xlink:to="loc_us-gaap_FutureMember_2AEDD5A546BA80A31C53B8C256B4FC38" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="loc_us-gaap_ForeignExchangeForwardMember_777EEA56C120E4181130B8C256B43139" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43" xlink:to="loc_us-gaap_ForeignExchangeForwardMember_777EEA56C120E4181130B8C256B43139" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OptionMember" xlink:label="loc_us-gaap_OptionMember_9C1E78B9222747CB5FF5B8C256B51945" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_A3CE6DDB4ED38BF5A412B8C256B47C43" xlink:to="loc_us-gaap_OptionMember_9C1E78B9222747CB5FF5B8C256B51945" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationAxis" xlink:label="loc_us-gaap_HedgingDesignationAxis_6EF43D43F72849BEA6BEB8C256B53D77" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable_A597F3BB286AB4172BCAB8C256B34C6F" xlink:to="loc_us-gaap_HedgingDesignationAxis_6EF43D43F72849BEA6BEB8C256B53D77" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationDomain" xlink:label="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_HedgingDesignationAxis_6EF43D43F72849BEA6BEB8C256B53D77" xlink:to="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_HedgingDesignationDomain" xlink:label="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_HedgingDesignationAxis_6EF43D43F72849BEA6BEB8C256B53D77" xlink:to="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NondesignatedMember" xlink:label="loc_us-gaap_NondesignatedMember_5452C13F3B292EA0BEF9B8C256B54E77" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA" xlink:to="loc_us-gaap_NondesignatedMember_5452C13F3B292EA0BEF9B8C256B54E77" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DesignatedAsHedgingInstrumentMember" xlink:label="loc_us-gaap_DesignatedAsHedgingInstrumentMember_B852B79AF91977F5932CB8C256B59E0E" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_HedgingDesignationDomain_D87BD10E44A556C62224B8C256B59ABA" xlink:to="loc_us-gaap_DesignatedAsHedgingInstrumentMember_B852B79AF91977F5932CB8C256B59E0E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeGainLossOnDerivativeNet" xlink:label="loc_us-gaap_DerivativeGainLossOnDerivativeNet_68147027351C102D8232B8C256B69853" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeInstrumentsGainLossLineItems_12740D31E24F8E5A657AB8C256B689F8" xlink:to="loc_us-gaap_DerivativeGainLossOnDerivativeNet_68147027351C102D8232B8C256B69853" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax" xlink:label="loc_us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax_5E848138EBA92FAD2867B8C256B6F08B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeInstrumentsGainLossLineItems_12740D31E24F8E5A657AB8C256B689F8" xlink:to="loc_us-gaap_OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodBeforeTax_5E848138EBA92FAD2867B8C256B6F08B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/DerivativeInstrumentsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/DocumentAndEntityInformation" xlink:type="extended">
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityInformationLineItems" xlink:label="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:type="locator" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntitiesTable" xlink:label="loc_dei_EntitiesTable_FBF0171E07F6FCD5CAFAB055D2BC6D17" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_EntitiesTable_FBF0171E07F6FCD5CAFAB055D2BC6D17" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_3986857F26AF889A8CB1B055D2BD4CC0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_dei_EntitiesTable_FBF0171E07F6FCD5CAFAB055D2BC6D17" xlink:to="loc_us-gaap_StatementClassOfStockAxis_3986857F26AF889A8CB1B055D2BD4CC0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_3986857F26AF889A8CB1B055D2BD4CC0" xlink:to="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_3986857F26AF889A8CB1B055D2BD4CC0" xlink:to="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_DD16774662378B14DC47B055D2BD4828" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0" xlink:to="loc_us-gaap_CommonClassAMember_DD16774662378B14DC47B055D2BD4828" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassCMember" xlink:label="loc_us-gaap_CommonClassCMember_FE9724AB850C2DDD2871B055D2BEB5D9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0" xlink:to="loc_us-gaap_CommonClassCMember_FE9724AB850C2DDD2871B055D2BEB5D9" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommonClassDMember" xlink:label="loc_virt_CommonClassDMember_AAF6F0C86F874685107AB055D2BE9BD0" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_2D482C4B3DEEC79E72D6B055D2BD80E0" xlink:to="loc_virt_CommonClassDMember_AAF6F0C86F874685107AB055D2BE9BD0" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityRegistrantName" xlink:label="loc_dei_EntityRegistrantName_9731E5C0B0C03E18A27BB055D2BE0D7D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_EntityRegistrantName_9731E5C0B0C03E18A27BB055D2BE0D7D" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityCentralIndexKey" xlink:label="loc_dei_EntityCentralIndexKey_DEC1557DE463C1CB858FB055D2BF27B6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_EntityCentralIndexKey_DEC1557DE463C1CB858FB055D2BF27B6" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_DocumentType" xlink:label="loc_dei_DocumentType_428B513A470805555402B055D2BF9213" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_DocumentType_428B513A470805555402B055D2BF9213" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_DocumentPeriodEndDate" xlink:label="loc_dei_DocumentPeriodEndDate_AC72398CB878B8941FD5B055D2BF77C2" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_DocumentPeriodEndDate_AC72398CB878B8941FD5B055D2BF77C2" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_AmendmentFlag" xlink:label="loc_dei_AmendmentFlag_666294208ED2BE598657B055D2BFB2BF" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_AmendmentFlag_666294208ED2BE598657B055D2BFB2BF" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_CurrentFiscalYearEndDate" xlink:label="loc_dei_CurrentFiscalYearEndDate_E3F2A88E1E5CC642AFB5B055D2BFF910" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_CurrentFiscalYearEndDate_E3F2A88E1E5CC642AFB5B055D2BFF910" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityFilerCategory" xlink:label="loc_dei_EntityFilerCategory_4D1CFC412124DF03C674B055D2C08F18" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_EntityFilerCategory_4D1CFC412124DF03C674B055D2C08F18" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_DocumentFiscalYearFocus" xlink:label="loc_dei_DocumentFiscalYearFocus_169B5A7564AAC64650A9B055D2C0FA6C" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_DocumentFiscalYearFocus_169B5A7564AAC64650A9B055D2C0FA6C" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_DocumentFiscalPeriodFocus" xlink:label="loc_dei_DocumentFiscalPeriodFocus_1342D371436542A3513EB055D2C06302" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_DocumentFiscalPeriodFocus_1342D371436542A3513EB055D2C06302" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityCommonStockSharesOutstanding" xlink:label="loc_dei_EntityCommonStockSharesOutstanding_7A2E8782CB58292B45DAB055D2C0D6C4" xlink:type="locator" />
    <link:definitionArc order="10" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_A509A224CC869B236E4CB055D2BE48A7" xlink:to="loc_dei_EntityCommonStockSharesOutstanding_7A2E8782CB58292B45DAB055D2C0D6C4" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/EarningsPerShare" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/EarningsPerShareBasicDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_602642765B0117EEF3B2B9AC4FC144B3" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable" xlink:label="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_DAE9BB1946A8EAC10C19B9AC4FC04E1F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_602642765B0117EEF3B2B9AC4FC144B3" xlink:to="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_DAE9BB1946A8EAC10C19B9AC4FC04E1F" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_B77625373074206222FCB9AC4FC096A4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_DAE9BB1946A8EAC10C19B9AC4FC04E1F" xlink:to="loc_us-gaap_StatementClassOfStockAxis_B77625373074206222FCB9AC4FC096A4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_BB4F79C2743426CEFF69B9AC4FC06572_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_B77625373074206222FCB9AC4FC096A4" xlink:to="loc_us-gaap_ClassOfStockDomain_BB4F79C2743426CEFF69B9AC4FC06572_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_BB4F79C2743426CEFF69B9AC4FC06572" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_B77625373074206222FCB9AC4FC096A4" xlink:to="loc_us-gaap_ClassOfStockDomain_BB4F79C2743426CEFF69B9AC4FC06572" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_E0E6F536FAE58745FA66B9AC4FC0AE2F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_BB4F79C2743426CEFF69B9AC4FC06572" xlink:to="loc_us-gaap_CommonClassAMember_E0E6F536FAE58745FA66B9AC4FC0AE2F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareBasicAbstract" xlink:label="loc_us-gaap_EarningsPerShareBasicAbstract_5850098EC021CB55D7C6B9AC4FC1389C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_602642765B0117EEF3B2B9AC4FC144B3" xlink:to="loc_us-gaap_EarningsPerShareBasicAbstract_5850098EC021CB55D7C6B9AC4FC1389C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLoss" xlink:label="loc_us-gaap_NetIncomeLoss_D186E76982CDD6ED2E9FB9AC4FC1027A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareBasicAbstract_5850098EC021CB55D7C6B9AC4FC1389C" xlink:to="loc_us-gaap_NetIncomeLoss_D186E76982CDD6ED2E9FB9AC4FC1027A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic" xlink:label="loc_us-gaap_ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic_2CDC5522817E0A7FFB51B9AC4FC10200" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareBasicAbstract_5850098EC021CB55D7C6B9AC4FC1389C" xlink:to="loc_us-gaap_ParticipatingSecuritiesDistributedAndUndistributedEarningsLossBasic_2CDC5522817E0A7FFB51B9AC4FC10200" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_FD0ED3C0CB1F5907EC21B9AC4FC20170" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareBasicAbstract_5850098EC021CB55D7C6B9AC4FC1389C" xlink:to="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersBasic_FD0ED3C0CB1F5907EC21B9AC4FC20170" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasicAbstract" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasicAbstract_E0070F6FEC8053EAE962B9AC4FC234B5" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_602642765B0117EEF3B2B9AC4FC144B3" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasicAbstract_E0070F6FEC8053EAE962B9AC4FC234B5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_85E482AF85801E356D79B9AC4FC22F0E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasicAbstract_E0070F6FEC8053EAE962B9AC4FC234B5" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_85E482AF85801E356D79B9AC4FC22F0E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareBasic" xlink:label="loc_us-gaap_EarningsPerShareBasic_6D16B84EAFE67BFB9129B9AC4FC28811" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_602642765B0117EEF3B2B9AC4FC144B3" xlink:to="loc_us-gaap_EarningsPerShareBasic_6D16B84EAFE67BFB9129B9AC4FC28811" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/EarningsPerShareDilutedDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable" xlink:label="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_6999D2CFF011C6048A4CF10A6C0C3F21" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:to="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_6999D2CFF011C6048A4CF10A6C0C3F21" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_E6B31B10D7CB8E89FE91F10A6C0CC030" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareTable_6999D2CFF011C6048A4CF10A6C0C3F21" xlink:to="loc_us-gaap_StatementClassOfStockAxis_E6B31B10D7CB8E89FE91F10A6C0CC030" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_ADBCB9F8AD16386AC533F10A6C0D8255_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_E6B31B10D7CB8E89FE91F10A6C0CC030" xlink:to="loc_us-gaap_ClassOfStockDomain_ADBCB9F8AD16386AC533F10A6C0D8255_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_ADBCB9F8AD16386AC533F10A6C0D8255" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_E6B31B10D7CB8E89FE91F10A6C0CC030" xlink:to="loc_us-gaap_ClassOfStockDomain_ADBCB9F8AD16386AC533F10A6C0D8255" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_3BB919C1417D268F789DF10A6C0D59BB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_ADBCB9F8AD16386AC533F10A6C0D8255" xlink:to="loc_us-gaap_CommonClassAMember_3BB919C1417D268F789DF10A6C0D59BB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareDilutedAbstract" xlink:label="loc_us-gaap_EarningsPerShareDilutedAbstract_9FBC74AF1F6F6686BADDF10A6C0EDE62" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:to="loc_us-gaap_EarningsPerShareDilutedAbstract_9FBC74AF1F6F6686BADDF10A6C0EDE62" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetIncomeLossAvailableToCommonStockholdersDiluted" xlink:label="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersDiluted_718F180BD1F3ADA657F1F10A6C0ED2FC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_EarningsPerShareDilutedAbstract_9FBC74AF1F6F6686BADDF10A6C0EDE62" xlink:to="loc_us-gaap_NetIncomeLossAvailableToCommonStockholdersDiluted_718F180BD1F3ADA657F1F10A6C0ED2FC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_6E1EAC16D5456C955247F10A6C0E0938" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_6E1EAC16D5456C955247F10A6C0E0938" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfSharesOutstandingBasic" xlink:label="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_439A1E9F3AE3B0547D87F10A6C0EFCCE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_6E1EAC16D5456C955247F10A6C0E0938" xlink:to="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingBasic_439A1E9F3AE3B0547D87F10A6C0EFCCE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements" xlink:label="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_BA0E4BCE34200C4B0BA8F10A6C0F0DA4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_6E1EAC16D5456C955247F10A6C0E0938" xlink:to="loc_us-gaap_IncrementalCommonSharesAttributableToShareBasedPaymentArrangements_BA0E4BCE34200C4B0BA8F10A6C0F0DA4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding" xlink:label="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_E1C9C4963C41D2F7FF12F10A6C0FC16A" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_WeightedAverageNumberOfSharesOutstandingAbstract_6E1EAC16D5456C955247F10A6C0E0938" xlink:to="loc_us-gaap_WeightedAverageNumberOfDilutedSharesOutstanding_E1C9C4963C41D2F7FF12F10A6C0FC16A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EarningsPerShareDiluted" xlink:label="loc_us-gaap_EarningsPerShareDiluted_0119DBDE3FBF64C1938DF10A6C0FCC0F" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:to="loc_us-gaap_EarningsPerShareDiluted_0119DBDE3FBF64C1938DF10A6C0FCC0F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount" xlink:label="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_AE02318BD5BE0C99DF2EF10A6C0F696F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareLineItems_749D977DBBCB9035226CF10A6C0DA483" xlink:to="loc_us-gaap_AntidilutiveSecuritiesExcludedFromComputationOfEarningsPerShareAmount_AE02318BD5BE0C99DF2EF10A6C0F696F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/EarningsPerShareReconciliationDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/EarningsPerShareTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilities" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesGrossObligationsForSecuritiesLendingTransactionsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_87934C41A650AB72AEF4BA1767328840" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_50606A89CD07920D820ABA17672F50FD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_87934C41A650AB72AEF4BA1767328840" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_50606A89CD07920D820ABA17672F50FD" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentAxis" xlink:label="loc_us-gaap_FinancialInstrumentAxis_8D60CF7BB67BD700ABC2BA17673021C4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_50606A89CD07920D820ABA17672F50FD" xlink:to="loc_us-gaap_FinancialInstrumentAxis_8D60CF7BB67BD700ABC2BA17673021C4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_8D60CF7BB67BD700ABC2BA17673021C4" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_8D60CF7BB67BD700ABC2BA17673021C4" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquitySecuritiesMember" xlink:label="loc_us-gaap_EquitySecuritiesMember_57767D2CEDC47328E53DBA176730F6B7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4" xlink:to="loc_us-gaap_EquitySecuritiesMember_57767D2CEDC47328E53DBA176730F6B7" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_USAndNonUSGovernmentObligationsMember" xlink:label="loc_virt_USAndNonUSGovernmentObligationsMember_F4CBA16E248300616E85BA1767314F5F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_77E62440FD55A87425D3BA176730EDD4" xlink:to="loc_virt_USAndNonUSGovernmentObligationsMember_F4CBA16E248300616E85BA1767314F5F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_3677F76D40427E7C70AFBA176731D62A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_50606A89CD07920D820ABA17672F50FD" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_3677F76D40427E7C70AFBA176731D62A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_3677F76D40427E7C70AFBA176731D62A" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain" xlink:label="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodsAxis_3677F76D40427E7C70AFBA176731D62A" xlink:to="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OvernightAndContinuousMember" xlink:label="loc_virt_OvernightAndContinuousMember_A33AA3625FC999DF1153BA1767310BAC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:to="loc_virt_OvernightAndContinuousMember_A33AA3625FC999DF1153BA1767310BAC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MaturityUpTo30DaysMember" xlink:label="loc_us-gaap_MaturityUpTo30DaysMember_EE8E31E760D5DE0E182FBA176732C9B4" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:to="loc_us-gaap_MaturityUpTo30DaysMember_EE8E31E760D5DE0E182FBA176732C9B4" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_Maturity30To60DaysMember" xlink:label="loc_virt_Maturity30To60DaysMember_A7C988BFA56EEF1A8083BA1767323818" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:to="loc_virt_Maturity30To60DaysMember_A7C988BFA56EEF1A8083BA1767323818" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_Maturity61To90DaysMember" xlink:label="loc_virt_Maturity61To90DaysMember_7FA800C9E7343CD1C6B1BA176732D603" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsSoldUnderAgreementsToRepurchaseMaturityPeriodDomain_BDEC384654E5F8AD2481BA1767314B3E" xlink:to="loc_virt_Maturity61To90DaysMember_7FA800C9E7343CD1C6B1BA176732D603" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_RepurchaseAgreementRemainingContractualMaturity" xlink:label="loc_virt_RepurchaseAgreementRemainingContractualMaturity_6A65C2339E4F33B85F70BA1767320D79" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_87934C41A650AB72AEF4BA1767328840" xlink:to="loc_virt_RepurchaseAgreementRemainingContractualMaturity_6A65C2339E4F33B85F70BA1767320D79" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesLendingTransactionRemainingContractualMaturity" xlink:label="loc_virt_SecuritiesLendingTransactionRemainingContractualMaturity_B804B3C8744CD97B4E09BA1767333A72" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_87934C41A650AB72AEF4BA1767328840" xlink:to="loc_virt_SecuritiesLendingTransactionRemainingContractualMaturity_B804B3C8744CD97B4E09BA1767333A72" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesLevel3FinancialInstrumentsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_A93669083E3C307E1083FD54147F80C9" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_E62C2AB69B8A20D91249FD54147E317F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_A93669083E3C307E1083FD54147F80C9" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_E62C2AB69B8A20D91249FD54147E317F" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentAxis" xlink:label="loc_us-gaap_FinancialInstrumentAxis_2EB47DB4D761375EDD42FD54147F9445" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_E62C2AB69B8A20D91249FD54147E317F" xlink:to="loc_us-gaap_FinancialInstrumentAxis_2EB47DB4D761375EDD42FD54147F9445" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_06A40602C2D83BE00CA8FD54147F9422_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2EB47DB4D761375EDD42FD54147F9445" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_06A40602C2D83BE00CA8FD54147F9422_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_06A40602C2D83BE00CA8FD54147F9422" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_2EB47DB4D761375EDD42FD54147F9445" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_06A40602C2D83BE00CA8FD54147F9422" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FairValueOptionInvestmentMember" xlink:label="loc_virt_FairValueOptionInvestmentMember_6C53C9994768ABA69159FD54147F5417" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_06A40602C2D83BE00CA8FD54147F9422" xlink:to="loc_virt_FairValueOptionInvestmentMember_6C53C9994768ABA69159FD54147F5417" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_A93669083E3C307E1083FD54147F80C9" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_33E6F2282D567C4F85B2FD541480F9F1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetValue_33E6F2282D567C4F85B2FD541480F9F1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_14B6740B927BEC0AE7C0FD541480B4DC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetPurchases_14B6740B927BEC0AE7C0FD541480B4DC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_6E5095465AA94F561044FD541480B8F9" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetGainLossIncludedInEarnings1_6E5095465AA94F561044FD541480B8F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_AB5BF2175677B04E4E11FD541481205D" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetTransfersNet_AB5BF2175677B04E4E11FD541481205D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements" xlink:label="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements_A748B9A0C042C27305DAFD5414814431" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueMeasurementWithUnobservableInputsReconciliationRecurringBasisAssetSettlements_A748B9A0C042C27305DAFD5414814431" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss" xlink:label="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss_494465D3BA4D94D2BB93FD5414814763" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisUnobservableInputReconciliationCalculationRollForward_2E6D681B79424AA7B358FD541480E66F" xlink:to="loc_us-gaap_FairValueAssetsMeasuredOnRecurringBasisChangeInUnrealizedGainLoss_494465D3BA4D94D2BB93FD5414814763" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesMeasuredOnRecurringBasisDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_86E816C79D2A86E1A8F5BA1767970DD8" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:label="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_86E816C79D2A86E1A8F5BA1767970DD8" xlink:to="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByMeasurementFrequencyAxis" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_BBDC1711CC3841B1093EBA1767925C5D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_BBDC1711CC3841B1093EBA1767925C5D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_5FBFE152760C49F91CFEBA17679240A7_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_BBDC1711CC3841B1093EBA1767925C5D" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_5FBFE152760C49F91CFEBA17679240A7_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_5FBFE152760C49F91CFEBA17679240A7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_BBDC1711CC3841B1093EBA1767925C5D" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_5FBFE152760C49F91CFEBA17679240A7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsRecurringMember" xlink:label="loc_us-gaap_FairValueMeasurementsRecurringMember_FEAC1FF3D6168C775265BA1767935219" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_5FBFE152760C49F91CFEBA17679240A7" xlink:to="loc_us-gaap_FairValueMeasurementsRecurringMember_FEAC1FF3D6168C775265BA1767935219" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_6018E69F3AAEE902F9B7BA1767964F2B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_6018E69F3AAEE902F9B7BA1767964F2B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_6018E69F3AAEE902F9B7BA1767964F2B" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_6018E69F3AAEE902F9B7BA1767964F2B" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel1Member" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_45AA8FAAE899C7F77AE3BA1767966016" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_45AA8FAAE899C7F77AE3BA1767966016" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel2Member" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_699B8684F5843E86ECEFBA176796788C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_699B8684F5843E86ECEFBA176796788C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_0C56A2D0EDC727D091C4BA176797F275" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_220C57380EC3F451B310BA1767968887" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_0C56A2D0EDC727D091C4BA176797F275" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByMeasurementBasisAxis" xlink:label="loc_us-gaap_FairValueByMeasurementBasisAxis_C01CA16A574C0A435B4CBA1767910609" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:to="loc_us-gaap_FairValueByMeasurementBasisAxis_C01CA16A574C0A435B4CBA1767910609" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_6D68B2DAD7A05EC6A0A5BA1767925193_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_C01CA16A574C0A435B4CBA1767910609" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_6D68B2DAD7A05EC6A0A5BA1767925193_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueDisclosureItemAmountsDomain" xlink:label="loc_us-gaap_FairValueDisclosureItemAmountsDomain_E2927C046780B9899D31BA1767911A09" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_C01CA16A574C0A435B4CBA1767910609" xlink:to="loc_us-gaap_FairValueDisclosureItemAmountsDomain_E2927C046780B9899D31BA1767911A09" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_6D68B2DAD7A05EC6A0A5BA1767925193" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_E2927C046780B9899D31BA1767911A09" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_6D68B2DAD7A05EC6A0A5BA1767925193" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_E2712EB2A038A88DFC07BA17679252C2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_E2927C046780B9899D31BA1767911A09" xlink:to="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_E2712EB2A038A88DFC07BA17679252C2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentAxis" xlink:label="loc_us-gaap_FinancialInstrumentAxis_EE6791D4D9CE795A1ECCBA176793B330" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:to="loc_us-gaap_FinancialInstrumentAxis_EE6791D4D9CE795A1ECCBA176793B330" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FinancialInstrumentAxis_EE6791D4D9CE795A1ECCBA176793B330" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain" xlink:label="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FinancialInstrumentAxis_EE6791D4D9CE795A1ECCBA176793B330" xlink:to="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquitySecuritiesMember" xlink:label="loc_us-gaap_EquitySecuritiesMember_B8B5A129228506C6481DBA176793B380" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_us-gaap_EquitySecuritiesMember_B8B5A129228506C6481DBA176793B380" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_USAndNonUSGovernmentObligationsMember" xlink:label="loc_virt_USAndNonUSGovernmentObligationsMember_7D46E1C60EF8799D0B08BA176794B138" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_virt_USAndNonUSGovernmentObligationsMember_7D46E1C60EF8799D0B08BA176794B138" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_BondsMember" xlink:label="loc_us-gaap_BondsMember_307B512B22CD0FA1E861BA17679452B2" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_us-gaap_BondsMember_307B512B22CD0FA1E861BA17679452B2" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeTradedNotesMember" xlink:label="loc_virt_ExchangeTradedNotesMember_EA2765F89A07F32E7F1FBA1767949844" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_virt_ExchangeTradedNotesMember_EA2765F89A07F32E7F1FBA1767949844" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FairValueOptionInvestmentMember" xlink:label="loc_virt_FairValueOptionInvestmentMember_34B2087B5B0D7D9E2269BA1767941DFA" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_virt_FairValueOptionInvestmentMember_34B2087B5B0D7D9E2269BA1767941DFA" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeStockMember" xlink:label="loc_virt_ExchangeStockMember_C2BFADC75FC064E6F2D3BA17679450CC" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_virt_ExchangeStockMember_C2BFADC75FC064E6F2D3BA17679450CC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherInvestmentsMember" xlink:label="loc_us-gaap_OtherInvestmentsMember_773218B67C31A4669E0ABA1767941CFA" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TransfersAndServicingOfFinancialInstrumentsTypesOfFinancialInstrumentsDomain_DF60BFF29F530B245756BA176793EFD4" xlink:to="loc_us-gaap_OtherInvestmentsMember_773218B67C31A4669E0ABA1767941CFA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_EA9E08439203F01F04DFBA1767955C34" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable_A24BF7B588A6777B2065BA17678F6E18" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_EA9E08439203F01F04DFBA1767955C34" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_EA9E08439203F01F04DFBA1767955C34" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_EA9E08439203F01F04DFBA1767955C34" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="loc_us-gaap_ForeignExchangeForwardMember_A7CEE0C93C0EA7D1BA28BA176795C5C0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79" xlink:to="loc_us-gaap_ForeignExchangeForwardMember_A7CEE0C93C0EA7D1BA28BA176795C5C0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OptionMember" xlink:label="loc_us-gaap_OptionMember_CABE0C2E1E1145EF60EBBA1767959C09" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_A10B2A0932D2BE7B0BB7BA1767958C79" xlink:to="loc_us-gaap_OptionMember_CABE0C2E1E1145EF60EBBA1767959C09" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsFairValueDisclosureAbstract" xlink:label="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_86E816C79D2A86E1A8F5BA1767970DD8" xlink:to="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue_D02FD95CBCF4394F337BBA1767981E07" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndNotPledgedAtFairValue_D02FD95CBCF4394F337BBA1767981E07" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting" xlink:label="loc_virt_FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting_818E2AC2FCD40BE6C956BA176798D981" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:to="loc_virt_FinancialInstrumentsOwnedAndNotPledgedAtFairValueCounterPartyAndCashCollateralNetting_818E2AC2FCD40BE6C956BA176798D981" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_CBA7EFDA2ACF281AFE0DBA1767988299" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:to="loc_us-gaap_FinancialInstrumentsOwnedAndPledgedAsCollateralAtFairValue_CBA7EFDA2ACF281AFE0DBA1767988299" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OtherAssetsFairValueDisclosure" xlink:label="loc_us-gaap_OtherAssetsFairValueDisclosure_57070148808E59A44B0DBA1767983F0E" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_11BAA285E74391797F2DBA1767971D9F" xlink:to="loc_us-gaap_OtherAssetsFairValueDisclosure_57070148808E59A44B0DBA1767983F0E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_E1B879BD7D081E330283BA176798B9B9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisLineItems_86E816C79D2A86E1A8F5BA1767970DD8" xlink:to="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_E1B879BD7D081E330283BA176798B9B9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" xlink:label="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue_092DE15744F4CDCC0091BA17679925E8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_E1B879BD7D081E330283BA176798B9B9" xlink:to="loc_us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue_092DE15744F4CDCC0091BA17679925E8" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting" xlink:label="loc_virt_FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting_A2744F504B6224021E59BA1767995AA1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_E1B879BD7D081E330283BA176798B9B9" xlink:to="loc_virt_FinancialInstrumentsSoldNotYetPurchasedAtFairValueCounterPartyAndCashCollateralNetting_A2744F504B6224021E59BA1767995AA1" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNettingOfCertainFinancialAssetsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingAssetsLineItems" xlink:label="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingAssetsTable" xlink:label="loc_us-gaap_OffsettingAssetsTable_E8D4C74BDD5353BE417EF12813A75D60" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:to="loc_us-gaap_OffsettingAssetsTable_E8D4C74BDD5353BE417EF12813A75D60" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_9F85A9AD933205E092ACF12813A8880D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_OffsettingAssetsTable_E8D4C74BDD5353BE417EF12813A75D60" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_9F85A9AD933205E092ACF12813A8880D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_9F85A9AD933205E092ACF12813A8880D" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_9F85A9AD933205E092ACF12813A8880D" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="loc_us-gaap_ForeignExchangeForwardMember_453BA006BCA007B8F082F12813A890D0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278" xlink:to="loc_us-gaap_ForeignExchangeForwardMember_453BA006BCA007B8F082F12813A890D0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OptionMember" xlink:label="loc_us-gaap_OptionMember_6C4F6AEE6AE755C6D6A0F12813A9A8ED" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_B8D582EE39F938BA2224F12813A81278" xlink:to="loc_us-gaap_OptionMember_6C4F6AEE6AE755C6D6A0F12813A9A8ED" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingSecuritiesBorrowedAbstract" xlink:label="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:to="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowedGross" xlink:label="loc_us-gaap_SecuritiesBorrowedGross_A92D6A272043B68C2F93F12813A92F3A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:to="loc_us-gaap_SecuritiesBorrowedGross_A92D6A272043B68C2F93F12813A92F3A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowed" xlink:label="loc_us-gaap_SecuritiesBorrowed_1815FC841BF5228BAE1DF12813AAE6E2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:to="loc_us-gaap_SecuritiesBorrowed_1815FC841BF5228BAE1DF12813AAE6E2" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract_1770CE01CC2C6458952EF12813AA06FF" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:to="loc_virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract_1770CE01CC2C6458952EF12813AA06FF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesBorrowedNotOffsetFinancialInstruments" xlink:label="loc_virt_SecuritiesBorrowedNotOffsetFinancialInstruments_CF9604861ECCDB3495FCF12813AA4228" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract_1770CE01CC2C6458952EF12813AA06FF" xlink:to="loc_virt_SecuritiesBorrowedNotOffsetFinancialInstruments_CF9604861ECCDB3495FCF12813AA4228" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowedCollateralObligationToReturnCash" xlink:label="loc_us-gaap_SecuritiesBorrowedCollateralObligationToReturnCash_4340B1BCA687AE6CB132F12813AA6B7B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesBorrowedGrossAmountsNotOffsetAbstract_1770CE01CC2C6458952EF12813AA06FF" xlink:to="loc_us-gaap_SecuritiesBorrowedCollateralObligationToReturnCash_4340B1BCA687AE6CB132F12813AA6B7B" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesBorrowedNet" xlink:label="loc_virt_SecuritiesBorrowedNet_54B85484FA80E1A5D1ECF12813AB0C35" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesBorrowedAbstract_3EFFF3EC3EBA231FAD3DF12813A9AD39" xlink:to="loc_virt_SecuritiesBorrowedNet_54B85484FA80E1A5D1ECF12813AB0C35" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellGross" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellGross_5C412860FC8D7B613B8BF12813ABFAEB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellGross_5C412860FC8D7B613B8BF12813ABFAEB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResell" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_570C7D71CA2FBD8225E5F12813ABAC22" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_570C7D71CA2FBD8225E5F12813ABAC22" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellAmountOffsetAgainstCollateralAbstract" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAmountOffsetAgainstCollateralAbstract_877ED1588A2462CCE886F12813ABFA8B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAmountOffsetAgainstCollateralAbstract_877ED1588A2462CCE886F12813ABFA8B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnSecurities" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnSecurities_40FF39887C5514DEE3BCF12813AC96BC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAmountOffsetAgainstCollateralAbstract_877ED1588A2462CCE886F12813ABFA8B" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnSecurities_40FF39887C5514DEE3BCF12813AC96BC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnCash" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnCash_89A473DEC7029B255F59F12813ACEAC0" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAmountOffsetAgainstCollateralAbstract_877ED1588A2462CCE886F12813ABFA8B" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellCollateralObligationToReturnCash_89A473DEC7029B255F59F12813ACEAC0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection_8FD1571D12C4719F644DF12813ACF1AB" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellAbstract_24EC1C58639F74E01201F12813AB102A" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResellOffsetAgainstCollateralNetOfNotSubjectToMasterNettingArrangementPolicyElection_8FD1571D12C4719F644DF12813ACF1AB" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OffsettingTradingAssetsAtFairValueAbstract" xlink:label="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:to="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeFairValueOfDerivativeAsset" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_518122E85EDEEA3B9880F12813AD539F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeAsset_518122E85EDEEA3B9880F12813AD539F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetFairValueGrossLiability" xlink:label="loc_us-gaap_DerivativeAssetFairValueGrossLiability_257B8C677ED37B322875F12813ADD2F1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:to="loc_us-gaap_DerivativeAssetFairValueGrossLiability_257B8C677ED37B322875F12813ADD2F1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssets" xlink:label="loc_us-gaap_DerivativeAssets_1E1B4D3150F4B70545DBF12813AD2A6B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:to="loc_us-gaap_DerivativeAssets_1E1B4D3150F4B70545DBF12813AD2A6B" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract_BD4B178326275A77896DF12813AD1512" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:to="loc_virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract_BD4B178326275A77896DF12813AD1512" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeAssetNotOffsetFinancialInstruments" xlink:label="loc_virt_DerivativeAssetNotOffsetFinancialInstruments_5EA7CF9D4C8F923F3FF1F12813AD37B4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract_BD4B178326275A77896DF12813AD1512" xlink:to="loc_virt_DerivativeAssetNotOffsetFinancialInstruments_5EA7CF9D4C8F923F3FF1F12813AD37B4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeCollateralObligationToReturnCash" xlink:label="loc_us-gaap_DerivativeCollateralObligationToReturnCash_4E3585EBF30642099151F12813AE7933" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeFairValueOfDerivativeAssetGrossAmountsNotOffsetAbstract_BD4B178326275A77896DF12813AD1512" xlink:to="loc_us-gaap_DerivativeCollateralObligationToReturnCash_4E3585EBF30642099151F12813AE7933" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" xlink:label="loc_virt_DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral_E695C30E0DC69623BE31F12813AEB9E8" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingAssetsAtFairValueAbstract_00D31E3F287AE3368152F12813ACC282" xlink:to="loc_virt_DerivativeFairValueOfDerivativeAssetAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral_E695C30E0DC69623BE31F12813AEB9E8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract" xlink:label="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingAssetsLineItems_41CC22DB7E63C90CF534F12813A9F534" xlink:to="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGross" xlink:label="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGross_E40C7CFD5A7F5F62C4EFF12813AE1F2E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:to="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGross_E40C7CFD5A7F5F62C4EFF12813AE1F2E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedLiability" xlink:label="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedLiability_5B424B16986A175A3A4DF12813AF5705" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:to="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedLiability_5B424B16986A175A3A4DF12813AF5705" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowed" xlink:label="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowed_0DFFFC8B43AFD5A33C40F12813AF4C16" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:to="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowed_0DFFFC8B43AFD5A33C40F12813AF4C16" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract_144D97BB8F81ADD5CD2CF12813AF114C" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:to="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract_144D97BB8F81ADD5CD2CF12813AF114C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments" xlink:label="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments_B2064C379B98ECEFF887F12813AFCDB3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract_144D97BB8F81ADD5CD2CF12813AF114C" xlink:to="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNotOffsetFinancialInstruments_B2064C379B98ECEFF887F12813AFCDB3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedCollateralObligationToReturnCash" xlink:label="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedCollateralObligationToReturnCash_FA30157DFBFB656640CAF12813AF4CB3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedGrossAmountsNotOffsetAbstract_144D97BB8F81ADD5CD2CF12813AF114C" xlink:to="loc_us-gaap_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedCollateralObligationToReturnCash_FA30157DFBFB656640CAF12813AF4CB3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet" xlink:label="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet_59523AF8D71C5776B400F12813B0891D" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedAbstract_4E7BF20268D2A20C6D1AF12813AE1E7F" xlink:to="loc_virt_DerivativeAssetSecuritiesPurchasedUnderAgreementsToResellSecuritiesBorrowedNet_59523AF8D71C5776B400F12813B0891D" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNettingOfCertainFinancialLiabilitiesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingLiabilitiesLineItems" xlink:label="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingLiabilitiesTable" xlink:label="loc_us-gaap_OffsettingLiabilitiesTable_B07D5C753A5E1183357DF128138FCF9B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:to="loc_us-gaap_OffsettingLiabilitiesTable_B07D5C753A5E1183357DF128138FCF9B" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="loc_us-gaap_DerivativeInstrumentRiskAxis_43B765F7B3D7084F5273F128138F09B0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_OffsettingLiabilitiesTable_B07D5C753A5E1183357DF128138FCF9B" xlink:to="loc_us-gaap_DerivativeInstrumentRiskAxis_43B765F7B3D7084F5273F128138F09B0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_43B765F7B3D7084F5273F128138F09B0" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DerivativeInstrumentRiskAxis_43B765F7B3D7084F5273F128138F09B0" xlink:to="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="loc_us-gaap_ForeignExchangeForwardMember_4D3F489B966AD588A186F128138F9EBD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F" xlink:to="loc_us-gaap_ForeignExchangeForwardMember_4D3F489B966AD588A186F128138F9EBD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OptionMember" xlink:label="loc_us-gaap_OptionMember_2E199446D48776121210F12813903975" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DerivativeContractTypeDomain_4BFA62C267A6609CF44BF128138F4F2F" xlink:to="loc_us-gaap_OptionMember_2E199446D48776121210F12813903975" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingSecuritiesLoanedAbstract" xlink:label="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:to="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoanedGross" xlink:label="loc_us-gaap_SecuritiesLoanedGross_677AEA429069C86F4D2EF12813901F79" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:to="loc_us-gaap_SecuritiesLoanedGross_677AEA429069C86F4D2EF12813901F79" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoaned" xlink:label="loc_us-gaap_SecuritiesLoaned_49294A271CFACA7CB139F1281391F31D" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:to="loc_us-gaap_SecuritiesLoaned_49294A271CFACA7CB139F1281391F31D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract_8E2441EA672DF8B4AA57F12813914366" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:to="loc_virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract_8E2441EA672DF8B4AA57F12813914366" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesLoanedNotOffsetFinancialInstruments" xlink:label="loc_virt_SecuritiesLoanedNotOffsetFinancialInstruments_878331C20E1B294C6F0EF12813911B34" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract_8E2441EA672DF8B4AA57F12813914366" xlink:to="loc_virt_SecuritiesLoanedNotOffsetFinancialInstruments_878331C20E1B294C6F0EF12813911B34" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoanedCollateralRightToReclaimCash" xlink:label="loc_us-gaap_SecuritiesLoanedCollateralRightToReclaimCash_4B7067E28DF8C0987097F128139154D3" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesLoanedGrossAmountsNotOffsetAbstract_8E2441EA672DF8B4AA57F12813914366" xlink:to="loc_us-gaap_SecuritiesLoanedCollateralRightToReclaimCash_4B7067E28DF8C0987097F128139154D3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesLoanedNet" xlink:label="loc_virt_SecuritiesLoanedNet_D45B074EF82DCAF42CB5F12813912C98" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingSecuritiesLoanedAbstract_81C46AEAB34346928242F1281390D206" xlink:to="loc_virt_SecuritiesLoanedNet_D45B074EF82DCAF42CB5F12813912C98" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract" xlink:label="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:to="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseGross" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseGross_F83B2F8342E10FB85747F128139233C5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseGross_F83B2F8342E10FB85747F128139233C5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_DA8CC6F2F5DBCF4F9828F128139290BC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_DA8CC6F2F5DBCF4F9828F128139290BC" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract_266F4CA19F21B6290C3AF128139235E6" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:to="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract_266F4CA19F21B6290C3AF128139235E6" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesSoldUnderAgreementsToRepurchaseNotOffsetFinancialInstruments" xlink:label="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseNotOffsetFinancialInstruments_A144DED334606CED102EF12813922ABF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract_266F4CA19F21B6290C3AF128139235E6" xlink:to="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseNotOffsetFinancialInstruments_A144DED334606CED102EF12813922ABF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseCollateralRightToReclaimCash" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseCollateralRightToReclaimCash_A0458C984985F87E18BAF1281393D601" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseGrossAmountsNotOffsetAbstract_266F4CA19F21B6290C3AF128139235E6" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchaseCollateralRightToReclaimCash_A0458C984985F87E18BAF1281393D601" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SecuritiesSoldUnderAgreementsToRepurchaseNet" xlink:label="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseNet_809E803CC82FD5BCC89AF1281393D41C" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingSecuritiesSoldUnderAgreementsToRepurchaseAbstract_F87A707E25AD03F60A9DF12813920C29" xlink:to="loc_virt_SecuritiesSoldUnderAgreementsToRepurchaseNet_809E803CC82FD5BCC89AF1281393D41C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OffsettingTradingLiabilitiesAtFairValueAbstract" xlink:label="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:to="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeFairValueOfDerivativeLiability" xlink:label="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_49136B1BFBEC649637E5F12813932CE8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:to="loc_us-gaap_DerivativeFairValueOfDerivativeLiability_49136B1BFBEC649637E5F12813932CE8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilityFairValueGrossAsset" xlink:label="loc_us-gaap_DerivativeLiabilityFairValueGrossAsset_CBA4AD52C063C9382F08F1281393CE21" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:to="loc_us-gaap_DerivativeLiabilityFairValueGrossAsset_CBA4AD52C063C9382F08F1281393CE21" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilities" xlink:label="loc_us-gaap_DerivativeLiabilities_EB42F9F4423563CFE8F4F1281394C45A" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:to="loc_us-gaap_DerivativeLiabilities_EB42F9F4423563CFE8F4F1281394C45A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract_F9EED0F26E59C453E293F12813943904" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:to="loc_virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract_F9EED0F26E59C453E293F12813943904" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeLiabilitiesNotOffsetFinancialInstruments" xlink:label="loc_virt_DerivativeLiabilitiesNotOffsetFinancialInstruments_E16E912CD64618F48EC9F1281394EE93" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract_F9EED0F26E59C453E293F12813943904" xlink:to="loc_virt_DerivativeLiabilitiesNotOffsetFinancialInstruments_E16E912CD64618F48EC9F1281394EE93" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeCollateralRightToReclaimCash" xlink:label="loc_us-gaap_DerivativeCollateralRightToReclaimCash_507D21778F5730BD2A92F12813957A6B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeFairValueOfDerivativeLiabilityGrossAmountsNotOffsetAbstract_F9EED0F26E59C453E293F12813943904" xlink:to="loc_us-gaap_DerivativeCollateralRightToReclaimCash_507D21778F5730BD2A92F12813957A6B" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeFairValueOfDerivativeLiabilityAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral" xlink:label="loc_virt_DerivativeFairValueOfDerivativeLiabilityAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral_9BEA38382DCABA517AC4F128139568D9" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OffsettingTradingLiabilitiesAtFairValueAbstract_F29A17062F84B06326D2F1281393D39B" xlink:to="loc_virt_DerivativeFairValueOfDerivativeLiabilityAfterApplicationOfMasterNettingAgreementsAndCashAndSecuritiesCollateral_9BEA38382DCABA517AC4F128139568D9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract" xlink:label="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingLiabilitiesLineItems_8A71144A012D1B530611F12813909F82" xlink:to="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedGross" xlink:label="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedGross_9A6C73080A95E92C2504F12813962FED" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:to="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedGross_9A6C73080A95E92C2504F12813962FED" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAsset" xlink:label="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAsset_6B09FE8F1D4951B9A462F12813966A43" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:to="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAsset_6B09FE8F1D4951B9A462F12813966A43" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoaned" xlink:label="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoaned_459366D6FFF20705B95DF1281396C14F" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:to="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoaned_459366D6FFF20705B95DF1281396C14F" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract" xlink:label="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract_CABA030E0FEAE56A270CF128139637C9" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:to="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract_CABA030E0FEAE56A270CF128139637C9" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNotOffsetFinancialInstruments" xlink:label="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNotOffsetFinancialInstruments_E4E5E0AC52844492BE8BF12813973D97" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract_CABA030E0FEAE56A270CF128139637C9" xlink:to="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNotOffsetFinancialInstruments_E4E5E0AC52844492BE8BF12813973D97" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedCollateralRightToReclaimCash" xlink:label="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedCollateralRightToReclaimCash_7F8EDAFF0DF6D12E2800F1281397994C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedGrossAmountsNotOffsetAbstract_CABA030E0FEAE56A270CF128139637C9" xlink:to="loc_us-gaap_DerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedCollateralRightToReclaimCash_7F8EDAFF0DF6D12E2800F1281397994C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNet" xlink:label="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNet_B6F4F272676E4DFB0550F12813976010" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_OffsettingDerivativeLiabilitySecuritiesSoldUnderAgreementsToResellSecuritiesLoanedAbstract_F5C5B0C243D6DADF0949F1281395E5DF" xlink:to="loc_virt_DerivativeLiabilitySecuritiesSoldUnderAgreementsToRepurchaseSecuritiesLoanedNet_B6F4F272676E4DFB0550F12813976010" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesNotMeasuredAtFairValueDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_AE925641A87FC3AAC604018931F19413" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByBalanceSheetGroupingTable" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable_60053C21381D41C00CCA018931E739A5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_AE925641A87FC3AAC604018931F19413" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTable_60053C21381D41C00CCA018931E739A5" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByMeasurementFrequencyAxis" xlink:label="loc_us-gaap_FairValueByMeasurementFrequencyAxis_D6E82FBBF62D38308049018931E71CE3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_60053C21381D41C00CCA018931E739A5" xlink:to="loc_us-gaap_FairValueByMeasurementFrequencyAxis_D6E82FBBF62D38308049018931E71CE3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_E38F5623ED664C89913E018931E7088A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_D6E82FBBF62D38308049018931E71CE3" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_E38F5623ED664C89913E018931E7088A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementFrequencyDomain" xlink:label="loc_us-gaap_FairValueMeasurementFrequencyDomain_E38F5623ED664C89913E018931E7088A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementFrequencyAxis_D6E82FBBF62D38308049018931E71CE3" xlink:to="loc_us-gaap_FairValueMeasurementFrequencyDomain_E38F5623ED664C89913E018931E7088A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsNonrecurringMember" xlink:label="loc_us-gaap_FairValueMeasurementsNonrecurringMember_462C8BE5B334BCB262B8018931E78EDC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementFrequencyDomain_E38F5623ED664C89913E018931E7088A" xlink:to="loc_us-gaap_FairValueMeasurementsNonrecurringMember_462C8BE5B334BCB262B8018931E78EDC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByMeasurementBasisAxis" xlink:label="loc_us-gaap_FairValueByMeasurementBasisAxis_231C1C894AD4B999A72B018931F116D7" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_60053C21381D41C00CCA018931E739A5" xlink:to="loc_us-gaap_FairValueByMeasurementBasisAxis_231C1C894AD4B999A72B018931F116D7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_E93EE73617F94652107A018931F1E30C_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_231C1C894AD4B999A72B018931F116D7" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_E93EE73617F94652107A018931F1E30C_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueDisclosureItemAmountsDomain" xlink:label="loc_us-gaap_FairValueDisclosureItemAmountsDomain_CF006AB432AAA763B0FD018931F17D18" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByMeasurementBasisAxis_231C1C894AD4B999A72B018931F116D7" xlink:to="loc_us-gaap_FairValueDisclosureItemAmountsDomain_CF006AB432AAA763B0FD018931F17D18" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PortionAtFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_E93EE73617F94652107A018931F1E30C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_CF006AB432AAA763B0FD018931F17D18" xlink:to="loc_us-gaap_PortionAtFairValueFairValueDisclosureMember_E93EE73617F94652107A018931F1E30C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PortionAtOtherThanFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_PortionAtOtherThanFairValueFairValueDisclosureMember_7146185EF33D4BB6E6C8018931F1BFBD" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_CF006AB432AAA763B0FD018931F17D18" xlink:to="loc_us-gaap_PortionAtOtherThanFairValueFairValueDisclosureMember_7146185EF33D4BB6E6C8018931F1BFBD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EstimateOfFairValueFairValueDisclosureMember" xlink:label="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_6E980B0EE6969C95BE80018931F1A548" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueDisclosureItemAmountsDomain_CF006AB432AAA763B0FD018931F17D18" xlink:to="loc_us-gaap_EstimateOfFairValueFairValueDisclosureMember_6E980B0EE6969C95BE80018931F1A548" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_7A70152CCD5FB4C6913F018931F1E3D7" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_60053C21381D41C00CCA018931E739A5" xlink:to="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_7A70152CCD5FB4C6913F018931F1E3D7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_7A70152CCD5FB4C6913F018931F1E3D7" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FairValueByFairValueHierarchyLevelAxis_7A70152CCD5FB4C6913F018931F1E3D7" xlink:to="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel1Member" xlink:label="loc_us-gaap_FairValueInputsLevel1Member_3120CFD63739C491DA88018931F1DBC1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342" xlink:to="loc_us-gaap_FairValueInputsLevel1Member_3120CFD63739C491DA88018931F1DBC1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel2Member" xlink:label="loc_us-gaap_FairValueInputsLevel2Member_43D737A5652775E07076018931F14160" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342" xlink:to="loc_us-gaap_FairValueInputsLevel2Member_43D737A5652775E07076018931F14160" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="loc_us-gaap_FairValueInputsLevel3Member_A94E7DBACACF213A4A9C018931F16F7D" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueMeasurementsFairValueHierarchyDomain_DB7FF8E012327B2DB3A9018931F1D342" xlink:to="loc_us-gaap_FairValueInputsLevel3Member_A94E7DBACACF213A4A9C018931F16F7D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AssetsFairValueDisclosureAbstract" xlink:label="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_AE925641A87FC3AAC604018931F19413" xlink:to="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CashAndCashEquivalentsAtCarryingValue" xlink:label="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_6C010A484CC978ECC3BC018931F1EFC0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:to="loc_us-gaap_CashAndCashEquivalentsAtCarryingValue_6C010A484CC978ECC3BC018931F1EFC0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowed" xlink:label="loc_us-gaap_SecuritiesBorrowed_DC919D080DAFAD78CDB2018931F11CB8" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:to="loc_us-gaap_SecuritiesBorrowed_DC919D080DAFAD78CDB2018931F11CB8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesPurchasedUnderAgreementsToResell" xlink:label="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_B6FFB0E489F7275CB0BC018931F154D8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:to="loc_us-gaap_SecuritiesPurchasedUnderAgreementsToResell_B6FFB0E489F7275CB0BC018931F154D8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations" xlink:label="loc_us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations_2482FD9048BA4CBF1DDC018931F132B5" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:to="loc_us-gaap_ReceivablesFromBrokersDealersAndClearingOrganizations_2482FD9048BA4CBF1DDC018931F132B5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Assets" xlink:label="loc_us-gaap_Assets_BB0B3E962A5F2C483ACE018931F121F2" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AssetsFairValueDisclosureAbstract_7DF80BD9E7C97D91A985018931F13C8A" xlink:to="loc_us-gaap_Assets_BB0B3E962A5F2C483ACE018931F121F2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesFairValueDisclosureAbstract" xlink:label="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_AE925641A87FC3AAC604018931F19413" xlink:to="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShortTermBorrowings" xlink:label="loc_us-gaap_ShortTermBorrowings_C882FF9BFC94150CE57B018931F1DE4D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_ShortTermBorrowings_C882FF9BFC94150CE57B018931F1DE4D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LongTermDebt" xlink:label="loc_us-gaap_LongTermDebt_C270A6C3E93B345FA8E0018931F16428" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_LongTermDebt_C270A6C3E93B345FA8E0018931F16428" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoaned" xlink:label="loc_us-gaap_SecuritiesLoaned_CF3D57F828FC5449E3D1018931F1A851" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_SecuritiesLoaned_CF3D57F828FC5449E3D1018931F1A851" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesSoldUnderAgreementsToRepurchase" xlink:label="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_69C70A990048216397CB018931F1246D" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_SecuritiesSoldUnderAgreementsToRepurchase_69C70A990048216397CB018931F1246D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PayablesToBrokerDealersAndClearingOrganizations" xlink:label="loc_us-gaap_PayablesToBrokerDealersAndClearingOrganizations_05FE50F26ECFBFAA6063018931F11ADF" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_PayablesToBrokerDealersAndClearingOrganizations_05FE50F26ECFBFAA6063018931F11ADF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Liabilities" xlink:label="loc_us-gaap_Liabilities_B8766DE176E57568D6C5018931FB1783" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_LiabilitiesFairValueDisclosureAbstract_13EF3B0656354917C830018931F11811" xlink:to="loc_us-gaap_Liabilities_B8766DE176E57568D6C5018931FB1783" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesReceivableFromBatsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_481D2979B1D05DD7FDC70FC5E4C29692" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByBalanceSheetGroupingTable" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable_507B17B0E2D5038CEAFB0FC5E4C0CC3C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_481D2979B1D05DD7FDC70FC5E4C29692" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTable_507B17B0E2D5038CEAFB0FC5E4C0CC3C" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_5F3E6F5A8C6FEBD69A340FC5E4C150D7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_507B17B0E2D5038CEAFB0FC5E4C0CC3C" xlink:to="loc_srt_RangeAxis_5F3E6F5A8C6FEBD69A340FC5E4C150D7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_4A24014893BF18CE07FF0FC5E4C1452B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_5F3E6F5A8C6FEBD69A340FC5E4C150D7" xlink:to="loc_srt_RangeMember_4A24014893BF18CE07FF0FC5E4C1452B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_4A24014893BF18CE07FF0FC5E4C1452B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_5F3E6F5A8C6FEBD69A340FC5E4C150D7" xlink:to="loc_srt_RangeMember_4A24014893BF18CE07FF0FC5E4C1452B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_2FCF442975C2CF1030680FC5E4C28374" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_4A24014893BF18CE07FF0FC5E4C1452B" xlink:to="loc_srt_MaximumMember_2FCF442975C2CF1030680FC5E4C28374" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TaxReceivableAgreementPaymentReceivable" xlink:label="loc_virt_TaxReceivableAgreementPaymentReceivable_272D1BFABBD463DEC4740FC5E4C20C26" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_481D2979B1D05DD7FDC70FC5E4C29692" xlink:to="loc_virt_TaxReceivableAgreementPaymentReceivable_272D1BFABBD463DEC4740FC5E4C20C26" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TaxReceivableAgreementReceivableAnnualPayment" xlink:label="loc_virt_TaxReceivableAgreementReceivableAnnualPayment_0F27A42A5F1863690C980FC5E4C26655" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_481D2979B1D05DD7FDC70FC5E4C29692" xlink:to="loc_virt_TaxReceivableAgreementReceivableAnnualPayment_0F27A42A5F1863690C980FC5E4C26655" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesSbiInvestmentDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems" xlink:label="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FairValueByBalanceSheetGroupingTable" xlink:label="loc_us-gaap_FairValueByBalanceSheetGroupingTable_78961B8624E942A02EFFF12813D790DF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:to="loc_us-gaap_FairValueByBalanceSheetGroupingTable_78961B8624E942A02EFFF12813D790DF" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_C44D64CE1C8578C41EAAF12813D88EA2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_FairValueByBalanceSheetGroupingTable_78961B8624E942A02EFFF12813D790DF" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_C44D64CE1C8578C41EAAF12813D88EA2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_1BC2E561AFDF087C75ADF12813D8B548_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_C44D64CE1C8578C41EAAF12813D88EA2" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_1BC2E561AFDF087C75ADF12813D8B548_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_1BC2E561AFDF087C75ADF12813D8B548" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_C44D64CE1C8578C41EAAF12813D88EA2" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_1BC2E561AFDF087C75ADF12813D8B548" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SBIJapannextMember" xlink:label="loc_virt_SBIJapannextMember_16105C821E28A6B9CAEAF12813D870CE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_1BC2E561AFDF087C75ADF12813D8B548" xlink:to="loc_virt_SBIJapannextMember_16105C821E28A6B9CAEAF12813D870CE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DiscountedCashFlowMethodDiscountRate" xlink:label="loc_virt_DiscountedCashFlowMethodDiscountRate_D003B7E64A8D9349433AF12813D9A221" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:to="loc_virt_DiscountedCashFlowMethodDiscountRate_D003B7E64A8D9349433AF12813D9A221" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_AveragePriceToEarningsMultiplesOfComparableCompanies" xlink:label="loc_virt_AveragePriceToEarningsMultiplesOfComparableCompanies_BEA27D41485A77A61C38F12813D910E2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:to="loc_virt_AveragePriceToEarningsMultiplesOfComparableCompanies_BEA27D41485A77A61C38F12813D910E2" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TimePeriodOfProjectedIncomeToDetermineFairValueOfEquityMethodInvestment" xlink:label="loc_virt_TimePeriodOfProjectedIncomeToDetermineFairValueOfEquityMethodInvestment_AEC68A0597FF557E4F42F12813D9AEF8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:to="loc_virt_TimePeriodOfProjectedIncomeToDetermineFairValueOfEquityMethodInvestment_AEC68A0597FF557E4F42F12813D9AEF8" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_FairValueAssetsTransfersAmount" xlink:label="loc_virt_FairValueAssetsTransfersAmount_CA6EC5E92A0CDCC61A65F12813DA1521" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FairValueBalanceSheetGroupingFinancialStatementCaptionsLineItems_F6D5E56AFDEBF028B9B6F12813D91B1E" xlink:to="loc_virt_FairValueAssetsTransfersAmount_CA6EC5E92A0CDCC61A65F12813DA1521" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/FinancialAssetsAndLiabilitiesTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/GeographicInformationAndBusinessSegments" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsRevenuesByGeographicAreaDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenuesFromExternalCustomersAndLongLivedAssetsLineItems" xlink:label="loc_us-gaap_RevenuesFromExternalCustomersAndLongLivedAssetsLineItems_A4DC571D535E9EC6E36FB80C2148D901" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfRevenuesFromExternalCustomersAndLongLivedAssetsTable" xlink:label="loc_us-gaap_ScheduleOfRevenuesFromExternalCustomersAndLongLivedAssetsTable_FA1790B72136052DA2A2B80C2146549A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_RevenuesFromExternalCustomersAndLongLivedAssetsLineItems_A4DC571D535E9EC6E36FB80C2148D901" xlink:to="loc_us-gaap_ScheduleOfRevenuesFromExternalCustomersAndLongLivedAssetsTable_FA1790B72136052DA2A2B80C2146549A" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_StatementGeographicalAxis" xlink:label="loc_srt_StatementGeographicalAxis_474133B46C66F04E5D7BB80C21472464" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfRevenuesFromExternalCustomersAndLongLivedAssetsTable_FA1790B72136052DA2A2B80C2146549A" xlink:to="loc_srt_StatementGeographicalAxis_474133B46C66F04E5D7BB80C21472464" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_SegmentGeographicalDomain" xlink:label="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_StatementGeographicalAxis_474133B46C66F04E5D7BB80C21472464" xlink:to="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_SegmentGeographicalDomain" xlink:label="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_StatementGeographicalAxis_474133B46C66F04E5D7BB80C21472464" xlink:to="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.sec.gov/country/2017/country-2017-01-31.xsd#country_US" xlink:label="loc_country_US_2F2A44E207D75E664565B80C21478A41" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:to="loc_country_US_2F2A44E207D75E664565B80C21478A41" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.sec.gov/country/2017/country-2017-01-31.xsd#country_IE" xlink:label="loc_country_IE_71DA0745C40673B49593B80C2148E559" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:to="loc_country_IE_71DA0745C40673B49593B80C2148E559" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.sec.gov/country/2017/country-2017-01-31.xsd#country_GB" xlink:label="loc_country_GB_91929C6FE6D0D54396C9B80C2148758C" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:to="loc_country_GB_91929C6FE6D0D54396C9B80C2148758C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.sec.gov/country/2017/country-2017-01-31.xsd#country_SG" xlink:label="loc_country_SG_62279414F591CDF096A6B80C2148FF7A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:to="loc_country_SG_62279414F591CDF096A6B80C2148FF7A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OtherCountriesMember" xlink:label="loc_virt_OtherCountriesMember_84640C6F8E7E6816AC0FB80C214896F2" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_SegmentGeographicalDomain_C0787B68D5AA0EAEAEF4B80C21477C44" xlink:to="loc_virt_OtherCountriesMember_84640C6F8E7E6816AC0FB80C214896F2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Revenues" xlink:label="loc_us-gaap_Revenues_FDFCC409B7329CFB9154B80C2148F162" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RevenuesFromExternalCustomersAndLongLivedAssetsLineItems_A4DC571D535E9EC6E36FB80C2148D901" xlink:to="loc_us-gaap_Revenues_FDFCC409B7329CFB9154B80C2148F162" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsSegmentsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentReportingInformationLineItems" xlink:label="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable" xlink:label="loc_us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable_900766D9C7CF9290D884B80C213E9669" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable_900766D9C7CF9290D884B80C213E9669" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_66C84F1E3B62754FCF06B80C213FED6B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable_900766D9C7CF9290D884B80C213E9669" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_66C84F1E3B62754FCF06B80C213FED6B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_66C84F1E3B62754FCF06B80C213FED6B" xlink:to="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_66C84F1E3B62754FCF06B80C213FED6B" xlink:to="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MarketMakingSegmentMember" xlink:label="loc_virt_MarketMakingSegmentMember_8AE80BC29F242868158AB80C213F7AF1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096" xlink:to="loc_virt_MarketMakingSegmentMember_8AE80BC29F242868158AB80C213F7AF1" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExecutionServicesSegmentMember" xlink:label="loc_virt_ExecutionServicesSegmentMember_415B571B346CB583D20CB80C21405D33" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096" xlink:to="loc_virt_ExecutionServicesSegmentMember_415B571B346CB583D20CB80C21405D33" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateMember" xlink:label="loc_us-gaap_CorporateMember_E201D8A87552FC2F12F9B80C2140D729" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_5A384DCFAC9E1411CAB9B80C213F1096" xlink:to="loc_us-gaap_CorporateMember_E201D8A87552FC2F12F9B80C2140D729" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBusinessesOperatedAndManagedAs" xlink:label="loc_virt_NumberOfBusinessesOperatedAndManagedAs_C9D7364361BA9F4BB1CFB80C214059ED" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_virt_NumberOfBusinessesOperatedAndManagedAs_C9D7364361BA9F4BB1CFB80C214059ED" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NumberOfReportableSegments" xlink:label="loc_us-gaap_NumberOfReportableSegments_E5AC44E14E6CF2D0BA2FB80C21418F35" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_us-gaap_NumberOfReportableSegments_E5AC44E14E6CF2D0BA2FB80C21418F35" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NumberOfOperatingSegments" xlink:label="loc_us-gaap_NumberOfOperatingSegments_8D562A0D6924889E7956B80C21417964" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_us-gaap_NumberOfOperatingSegments_8D562A0D6924889E7956B80C21417964" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Revenues" xlink:label="loc_us-gaap_Revenues_5FD5F7E72662C089D08FB80C214102EB" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_us-gaap_Revenues_5FD5F7E72662C089D08FB80C214102EB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:label="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_0395D49FA37426EBD2A6B80C2142261E" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentReportingInformationLineItems_864E791D154B030D2105B80C2140D23B" xlink:to="loc_us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest_0395D49FA37426EBD2A6B80C2142261E" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/GeographicInformationAndBusinessSegmentsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/GoodwillAndIntangibleAssets" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/GoodwillAndIntangibleAssetsGoodwillDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillLineItems" xlink:label="loc_us-gaap_GoodwillLineItems_1B620ED1EFEE365E2F78BA17682CC8A0" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="loc_us-gaap_ScheduleOfGoodwillTable_AC6D6515AE8485EE600EBA17682B29D3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GoodwillLineItems_1B620ED1EFEE365E2F78BA17682CC8A0" xlink:to="loc_us-gaap_ScheduleOfGoodwillTable_AC6D6515AE8485EE600EBA17682B29D3" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_3F409D80BF61CF328C48BA17682B8EA8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_AC6D6515AE8485EE600EBA17682B29D3" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_3F409D80BF61CF328C48BA17682B8EA8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_3F409D80BF61CF328C48BA17682B8EA8" xlink:to="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_3F409D80BF61CF328C48BA17682B8EA8" xlink:to="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MarketMakingSegmentMember" xlink:label="loc_virt_MarketMakingSegmentMember_1F0661B34170F3198D8DBA17682CBDB8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712" xlink:to="loc_virt_MarketMakingSegmentMember_1F0661B34170F3198D8DBA17682CBDB8" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExecutionServicesSegmentMember" xlink:label="loc_virt_ExecutionServicesSegmentMember_0700E0D137E3C3A1FF86BA17682C0B2F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712" xlink:to="loc_virt_ExecutionServicesSegmentMember_0700E0D137E3C3A1FF86BA17682C0B2F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateMember" xlink:label="loc_us-gaap_CorporateMember_4FDD89E9B3AFE87FC43FBA17682C4E98" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_F210D7AB1856C4B83EB7BA17682BD712" xlink:to="loc_us-gaap_CorporateMember_4FDD89E9B3AFE87FC43FBA17682C4E98" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillRollForward" xlink:label="loc_us-gaap_GoodwillRollForward_B6414820F91DAD424BE3BA17682D4C74" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_1B620ED1EFEE365E2F78BA17682CC8A0" xlink:to="loc_us-gaap_GoodwillRollForward_B6414820F91DAD424BE3BA17682D4C74" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_F5816B7FD885B16F9E9FBA17682D2492" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillRollForward_B6414820F91DAD424BE3BA17682D4C74" xlink:to="loc_us-gaap_Goodwill_F5816B7FD885B16F9E9FBA17682D2492" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit" xlink:label="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_ECD88C7D179224FDAAA8BA17682D8B3F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillRollForward_B6414820F91DAD424BE3BA17682D4C74" xlink:to="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_ECD88C7D179224FDAAA8BA17682D8B3F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/GoodwillAndIntangibleAssetsGoodwillNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillLineItems" xlink:label="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="loc_us-gaap_ScheduleOfGoodwillTable_A7134648ABD0755869A5E434FA2F76A1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_us-gaap_ScheduleOfGoodwillTable_A7134648ABD0755869A5E434FA2F76A1" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6A85BC023369C149DA12E434FA2FF9B7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_A7134648ABD0755869A5E434FA2F76A1" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6A85BC023369C149DA12E434FA2FF9B7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_E9B29DF7555CFAF59059E434FA3016B4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6A85BC023369C149DA12E434FA2FF9B7" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_E9B29DF7555CFAF59059E434FA3016B4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_E9B29DF7555CFAF59059E434FA3016B4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6A85BC023369C149DA12E434FA2FF9B7" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_E9B29DF7555CFAF59059E434FA3016B4" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BondPointDivisionAndFixedIncomeVenueMember" xlink:label="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_1D68C19E2142BD300088E434FA30B55B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_E9B29DF7555CFAF59059E434FA3016B4" xlink:to="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_1D68C19E2142BD300088E434FA30B55B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationAxis" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_EE083B84F5440E164BEEE434FA30CAB8" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfGoodwillTable_A7134648ABD0755869A5E434FA2F76A1" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_EE083B84F5440E164BEEE434FA30CAB8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_F1A329F4B12CEC2404FBE434FA304B63_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_EE083B84F5440E164BEEE434FA30CAB8" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_F1A329F4B12CEC2404FBE434FA304B63_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_F1A329F4B12CEC2404FBE434FA304B63" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_EE083B84F5440E164BEEE434FA30CAB8" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_F1A329F4B12CEC2404FBE434FA304B63" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember" xlink:label="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_24DEB9569AEF967B6849E434FA311F02" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_F1A329F4B12CEC2404FBE434FA304B63" xlink:to="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_24DEB9569AEF967B6849E434FA311F02" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBusinessesOperatedAndManagedAs" xlink:label="loc_virt_NumberOfBusinessesOperatedAndManagedAs_C29205A769B78CAEFFCDE434FA3168C5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_virt_NumberOfBusinessesOperatedAndManagedAs_C29205A769B78CAEFFCDE434FA3168C5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NumberOfOperatingSegments" xlink:label="loc_us-gaap_NumberOfOperatingSegments_DB1E2617C115C08C9CC8E434FA322779" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_us-gaap_NumberOfOperatingSegments_DB1E2617C115C08C9CC8E434FA322779" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Goodwill" xlink:label="loc_us-gaap_Goodwill_82D4F6CBB02918425043E434FA32435E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_us-gaap_Goodwill_82D4F6CBB02918425043E434FA32435E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit" xlink:label="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_1D80DA6CB59CA66C6E18E434FA32C627" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_1D80DA6CB59CA66C6E18E434FA32C627" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillImpairmentLoss" xlink:label="loc_us-gaap_GoodwillImpairmentLoss_C62C80F804B6A350D543E434FA322A15" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_GoodwillLineItems_2EDE54F2750A039C7792E434FA316F61" xlink:to="loc_us-gaap_GoodwillImpairmentLoss_C62C80F804B6A350D543E434FA322A15" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/GoodwillAndIntangibleAssetsIntangibleAssetsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems" xlink:label="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable" xlink:label="loc_us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable_03BC4A68EE6332C300CC0FF80CD03060" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable_03BC4A68EE6332C300CC0FF80CD03060" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_50B71790C54ABBB0320F0FF80CD27DA4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable_03BC4A68EE6332C300CC0FF80CD03060" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_50B71790C54ABBB0320F0FF80CD27DA4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_50B71790C54ABBB0320F0FF80CD27DA4" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsByMajorClassAxis_50B71790C54ABBB0320F0FF80CD27DA4" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_UnpatentedTechnologyMember" xlink:label="loc_us-gaap_UnpatentedTechnologyMember_F21C99A60F2A5FF9AF360FF80CD26518" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_UnpatentedTechnologyMember_F21C99A60F2A5FF9AF360FF80CD26518" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeTradedFundsIssuerRelationshipsMember" xlink:label="loc_virt_ExchangeTradedFundsIssuerRelationshipsMember_834419E23B4D1C93FD5B0FF80CD53F85" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_virt_ExchangeTradedFundsIssuerRelationshipsMember_834419E23B4D1C93FD5B0FF80CD53F85" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeTradedFundsBuyerRelationshipsMember" xlink:label="loc_virt_ExchangeTradedFundsBuyerRelationshipsMember_E045EAC61DECED05FE8D0FF80CD500A2" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_virt_ExchangeTradedFundsBuyerRelationshipsMember_E045EAC61DECED05FE8D0FF80CD500A2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LeaseAgreementsMember" xlink:label="loc_us-gaap_LeaseAgreementsMember_35B82FFEC2A50BDA76170FF80CD678F5" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_LeaseAgreementsMember_35B82FFEC2A50BDA76170FF80CD678F5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LicensingAgreementsMember" xlink:label="loc_us-gaap_LicensingAgreementsMember_7FE1F4344D5652B789B90FF80CD69002" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_LicensingAgreementsMember_7FE1F4344D5652B789B90FF80CD69002" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DevelopedTechnologyRightsMember" xlink:label="loc_us-gaap_DevelopedTechnologyRightsMember_FAC211E025DB0D8995BD0FF80CD6CC47" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_DevelopedTechnologyRightsMember_FAC211E025DB0D8995BD0FF80CD6CC47" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CustomerRelationshipsMember" xlink:label="loc_us-gaap_CustomerRelationshipsMember_84CFC00E3A9235B81A4B0FF80CD62AC4" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_CustomerRelationshipsMember_84CFC00E3A9235B81A4B0FF80CD62AC4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_OffMarketFavorableLeaseMember" xlink:label="loc_us-gaap_OffMarketFavorableLeaseMember_7D8D42C01EF9074267240FF80CD69D64" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_FiniteLivedIntangibleAssetsMajorClassNameDomain_B1A01CA3B5FC8C6170A90FF80CD2B4E0" xlink:to="loc_us-gaap_OffMarketFavorableLeaseMember_7D8D42C01EF9074267240FF80CD69D64" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_B7CD6AB9F09BDD9BAFDF0FF80CD64075" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable_03BC4A68EE6332C300CC0FF80CD03060" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_B7CD6AB9F09BDD9BAFDF0FF80CD64075" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_44F27629C585389BA37B0FF80CD7A6D3_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_B7CD6AB9F09BDD9BAFDF0FF80CD64075" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_44F27629C585389BA37B0FF80CD7A6D3_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_44F27629C585389BA37B0FF80CD7A6D3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis_B7CD6AB9F09BDD9BAFDF0FF80CD64075" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_44F27629C585389BA37B0FF80CD7A6D3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExchangeMembershipsMember" xlink:label="loc_virt_ExchangeMembershipsMember_5A7371F19859BEE0ECCE0FF80CD70FA7" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_44F27629C585389BA37B0FF80CD7A6D3" xlink:to="loc_virt_ExchangeMembershipsMember_5A7371F19859BEE0ECCE0FF80CD70FA7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_910D5F6EA6CA4E8571F80FF80CDAC001" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfAcquiredFiniteLivedIntangibleAssetByMajorClassTable_03BC4A68EE6332C300CC0FF80CD03060" xlink:to="loc_srt_RangeAxis_910D5F6EA6CA4E8571F80FF80CDAC001" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_910D5F6EA6CA4E8571F80FF80CDAC001" xlink:to="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_910D5F6EA6CA4E8571F80FF80CDAC001" xlink:to="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_6498945EB83FDFB34E810FF80CDAFF9F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173" xlink:to="loc_srt_MinimumMember_6498945EB83FDFB34E810FF80CDAFF9F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_DAF1D7640273F40475200FF80CDA339F" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6EC3D9BAE076C9B6D8140FF80CDA2173" xlink:to="loc_srt_MaximumMember_DAF1D7640273F40475200FF80CDA339F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsGross" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsGross_9E00A4AB3C828E2EDB0A0FF80CDB47DE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsGross_9E00A4AB3C828E2EDB0A0FF80CDB47DE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_2DB0AA5FEA7A7FC866C50FF80CDBAB55" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization_2DB0AA5FEA7A7FC866C50FF80CDBAB55" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetsNet_1CC4EFB9EB79DBF9084C0FF80CDB72E8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetsNet_1CC4EFB9EB79DBF9084C0FF80CDB72E8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetUsefulLife" xlink:label="loc_us-gaap_FiniteLivedIntangibleAssetUsefulLife_B5439E91A2E8565130420FF80CDC7874" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_FiniteLivedIntangibleAssetUsefulLife_B5439E91A2E8565130420FF80CDC7874" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill" xlink:label="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_8AC7EC00767AE443B7A90FF80CDC5D68" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_IndefiniteLivedIntangibleAssetsExcludingGoodwill_8AC7EC00767AE443B7A90FF80CDC5D68" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IntangibleAssetsGrossExcludingGoodwill" xlink:label="loc_us-gaap_IntangibleAssetsGrossExcludingGoodwill_7A6407E67FF936E4AD0A0FF80CDC66CA" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_IntangibleAssetsGrossExcludingGoodwill_7A6407E67FF936E4AD0A0FF80CDC66CA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IntangibleAssetsNetExcludingGoodwill" xlink:label="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_355F86E9298C0256A2670FF80CDCD960" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_IntangibleAssetsNetExcludingGoodwill_355F86E9298C0256A2670FF80CDCD960" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AmortizationOfIntangibleAssets" xlink:label="loc_us-gaap_AmortizationOfIntangibleAssets_1E74598B64A28EF422A90FF80CDD31F0" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_AcquiredFiniteLivedIntangibleAssetsLineItems_933C6C94F955ADC27FDC0FF80CDB0A7D" xlink:to="loc_us-gaap_AmortizationOfIntangibleAssets_1E74598B64A28EF422A90FF80CDD31F0" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/GoodwillAndIntangibleAssetsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/IncomeTaxes" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/IncomeTaxesDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/OrganizationAndBasisOfPresentation" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/OrganizationAndBasisOfPresentationDetails" xlink:type="extended">
    <link:loc xlink:href="virt-20180630.xsd#virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems" xlink:label="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:type="locator" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable" xlink:label="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable_17F5AAD4806E9F9031DFF10A6C98CAAB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:to="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable_17F5AAD4806E9F9031DFF10A6C98CAAB" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_0C541F9280B47F37B243F10A6C99CA78" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable_17F5AAD4806E9F9031DFF10A6C98CAAB" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_0C541F9280B47F37B243F10A6C99CA78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_E0DD9995B0812D6937BAF10A6C99E958_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_0C541F9280B47F37B243F10A6C99CA78" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_E0DD9995B0812D6937BAF10A6C99E958_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_E0DD9995B0812D6937BAF10A6C99E958" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_0C541F9280B47F37B243F10A6C99CA78" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_E0DD9995B0812D6937BAF10A6C99E958" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialLlcMember" xlink:label="loc_virt_VirtuFinancialLlcMember_40551C0D78FEAB000766F10A6C99B054" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_E0DD9995B0812D6937BAF10A6C99E958" xlink:to="loc_virt_VirtuFinancialLlcMember_40551C0D78FEAB000766F10A6C99B054" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationAxis" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_45110327499129CA0DAFF10A6C9A3C40" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable_17F5AAD4806E9F9031DFF10A6C98CAAB" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_45110327499129CA0DAFF10A6C9A3C40" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_BAECAE8222F2B534CE6DF10A6C9A2F60_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_45110327499129CA0DAFF10A6C9A3C40" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_BAECAE8222F2B534CE6DF10A6C9A2F60_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_BAECAE8222F2B534CE6DF10A6C9A2F60" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_45110327499129CA0DAFF10A6C9A3C40" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_BAECAE8222F2B534CE6DF10A6C9A2F60" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember" xlink:label="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_8C075677F09C5CF94E29F10A6C9AB847" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_BAECAE8222F2B534CE6DF10A6C9A2F60" xlink:to="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_8C075677F09C5CF94E29F10A6C9AB847" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_1A12DD2001F367F6B683F10A6C9A3BB8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsTable_17F5AAD4806E9F9031DFF10A6C98CAAB" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_1A12DD2001F367F6B683F10A6C9A3BB8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_A80577DCD1ED78BA0A08F10A6C9BA690_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_1A12DD2001F367F6B683F10A6C9A3BB8" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_A80577DCD1ED78BA0A08F10A6C9BA690_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_A80577DCD1ED78BA0A08F10A6C9BA690" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_1A12DD2001F367F6B683F10A6C9A3BB8" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_A80577DCD1ED78BA0A08F10A6C9BA690" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BondPointDivisionAndFixedIncomeVenueMember" xlink:label="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_65B1B9C30AD5F9349F25F10A6C9B77F2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_A80577DCD1ED78BA0A08F10A6C9BA690" xlink:to="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_65B1B9C30AD5F9349F25F10A6C9B77F2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityMethodInvestmentOwnershipPercentage" xlink:label="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_D33FF388B82C91A44B2EF10A6C9B3B87" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:to="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_D33FF388B82C91A44B2EF10A6C9B3B87" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_A8B146DAA4EBC6FA061FF10A6C9CC3EF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_A8B146DAA4EBC6FA061FF10A6C9CC3EF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBusinessesOperatedAndManagedAs" xlink:label="loc_virt_NumberOfBusinessesOperatedAndManagedAs_9E8E8A1AAA517F95913AF10A6C9C4EDE" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:to="loc_virt_NumberOfBusinessesOperatedAndManagedAs_9E8E8A1AAA517F95913AF10A6C9C4EDE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NumberOfOperatingSegments" xlink:label="loc_us-gaap_NumberOfOperatingSegments_55BDECB42B4BAFD22933F10A6C9CE51F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_virt_OrganizationConsolidationAndPresentationOfFinancialStatementsLineItems_2F47425DBFDB9535C914F10A6C9B7E9C" xlink:to="loc_us-gaap_NumberOfOperatingSegments_55BDECB42B4BAFD22933F10A6C9CE51F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizations" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/ReceivablesFromPayablesToBrokerDealersAndClearingOrganizationsTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/RegulatoryRequirement" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/RegulatoryRequirementNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems" xlink:label="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTable" xlink:label="loc_us-gaap_ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTable_D5B2D81F29B137806DABB829EFF6E5BD" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_us-gaap_ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTable_D5B2D81F29B137806DABB829EFF6E5BD" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_LegalEntityAxis" xlink:label="loc_dei_LegalEntityAxis_3FF52E6920120CDB43B9B829F03AA57F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsTable_D5B2D81F29B137806DABB829EFF6E5BD" xlink:to="loc_dei_LegalEntityAxis_3FF52E6920120CDB43B9B829F03AA57F" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_F89B7DCA1614BCD4D409B829F03FE6C6_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_3FF52E6920120CDB43B9B829F03AA57F" xlink:to="loc_dei_EntityDomain_F89B7DCA1614BCD4D409B829F03FE6C6_default" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_F89B7DCA1614BCD4D409B829F03FE6C6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_3FF52E6920120CDB43B9B829F03AA57F" xlink:to="loc_dei_EntityDomain_F89B7DCA1614BCD4D409B829F03FE6C6" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialCapitalMarketsLlcMember" xlink:label="loc_virt_VirtuFinancialCapitalMarketsLlcMember_BA89582C034873F0367AB829F054A9D9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_F89B7DCA1614BCD4D409B829F03FE6C6" xlink:to="loc_virt_VirtuFinancialCapitalMarketsLlcMember_BA89582C034873F0367AB829F054A9D9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCapital" xlink:label="loc_us-gaap_NetCapital_0632D1376DF5BE060C5BB829F0030239" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_us-gaap_NetCapital_0632D1376DF5BE060C5BB829F0030239" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfBrokerDealerSubsidiariesOfEntity" xlink:label="loc_virt_NumberOfBrokerDealerSubsidiariesOfEntity_827C6CCC500CDE0E556CB829F00D0ED0" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_virt_NumberOfBrokerDealerSubsidiariesOfEntity_827C6CCC500CDE0E556CB829F00D0ED0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinimumNetCapitalRequiredForEntity1" xlink:label="loc_us-gaap_MinimumNetCapitalRequiredForEntity1_4DBF086C43680E13578BB829F015D3CD" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_us-gaap_MinimumNetCapitalRequiredForEntity1_4DBF086C43680E13578BB829F015D3CD" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_RequiredNetCapitalUnderExchangeAct" xlink:label="loc_virt_RequiredNetCapitalUnderExchangeAct_A3790731644666414B41B829F01FE2CE" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_virt_RequiredNetCapitalUnderExchangeAct_A3790731644666414B41B829F01FE2CE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_RequiredNetCapitalUnderExchangeActAsPercentageOfMarketValue" xlink:label="loc_virt_RequiredNetCapitalUnderExchangeActAsPercentageOfMarketValue_34E9B6FBEC6EDB37C75FB829F02996BA" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_virt_RequiredNetCapitalUnderExchangeActAsPercentageOfMarketValue_34E9B6FBEC6EDB37C75FB829F02996BA" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfTradingUnitsWhoseMarketValueIsConsideredToCalculateRequiredNetCapitalUnderExchangeAct" xlink:label="loc_virt_NumberOfTradingUnitsWhoseMarketValueIsConsideredToCalculateRequiredNetCapitalUnderExchangeAct_3CAE57C17EF3DC5D76DAB829F0318842" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems_5395324831F63C724A64B829EFF7AC08" xlink:to="loc_virt_NumberOfTradingUnitsWhoseMarketValueIsConsideredToCalculateRequiredNetCapitalUnderExchangeAct_3CAE57C17EF3DC5D76DAB829F0318842" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/RegulatoryRequirementRegulatoryCapitalAndCapitalRequirementsDetails" xlink:type="extended">
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityInformationLineItems" xlink:label="loc_dei_EntityInformationLineItems_0EF7303D8410F6882546B82BEE337499" xlink:type="locator" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntitiesTable" xlink:label="loc_dei_EntitiesTable_12F3615DE937048E63CAB82BEE2D6721" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_dei_EntityInformationLineItems_0EF7303D8410F6882546B82BEE337499" xlink:to="loc_dei_EntitiesTable_12F3615DE937048E63CAB82BEE2D6721" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_LegalEntityAxis" xlink:label="loc_dei_LegalEntityAxis_B60E08A70010C8DA80BFB82BEE2D8ADC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_dei_EntitiesTable_12F3615DE937048E63CAB82BEE2D6721" xlink:to="loc_dei_LegalEntityAxis_B60E08A70010C8DA80BFB82BEE2D8ADC" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_dei_LegalEntityAxis_B60E08A70010C8DA80BFB82BEE2D8ADC" xlink:to="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC_default" xlink:type="arc" />
    <link:loc xlink:href="https://xbrl.sec.gov/dei/2018/dei-2018-01-31.xsd#dei_EntityDomain" xlink:label="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_dei_LegalEntityAxis_B60E08A70010C8DA80BFB82BEE2D8ADC" xlink:to="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuAmericasLlcMember" xlink:label="loc_virt_VirtuAmericasLlcMember_6E5B4522DA2AEB7A11FEB82BEE2EB9DE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC" xlink:to="loc_virt_VirtuAmericasLlcMember_6E5B4522DA2AEB7A11FEB82BEE2EB9DE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialBdLlcMember" xlink:label="loc_virt_VirtuFinancialBdLlcMember_D07BC6276CB9B6E0190DB82BEE2ED8A9" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC" xlink:to="loc_virt_VirtuFinancialBdLlcMember_D07BC6276CB9B6E0190DB82BEE2ED8A9" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialCapitalMarketsLlcMember" xlink:label="loc_virt_VirtuFinancialCapitalMarketsLlcMember_E6C339EE4D26C6E01B0BB82BEE2EE900" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityDomain_14FF2D1B03C6D52FF7DAB82BEE2D7ADC" xlink:to="loc_virt_VirtuFinancialCapitalMarketsLlcMember_E6C339EE4D26C6E01B0BB82BEE2EE900" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_NetCapital" xlink:label="loc_us-gaap_NetCapital_9D24037B2F31C492C44AB82BEE3464FB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_0EF7303D8410F6882546B82BEE337499" xlink:to="loc_us-gaap_NetCapital_9D24037B2F31C492C44AB82BEE3464FB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_MinimumNetCapitalRequired1" xlink:label="loc_us-gaap_MinimumNetCapitalRequired1_1F8F4DF064EC98FA73C4B82BEE343F16" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_0EF7303D8410F6882546B82BEE337499" xlink:to="loc_us-gaap_MinimumNetCapitalRequired1_1F8F4DF064EC98FA73C4B82BEE343F16" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ExcessNetCapitalAt1500Percent" xlink:label="loc_us-gaap_ExcessNetCapitalAt1500Percent_01CAD47CF7B7B66D91C9B82BEE34BB37" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_dei_EntityInformationLineItems_0EF7303D8410F6882546B82BEE337499" xlink:to="loc_us-gaap_ExcessNetCapitalAt1500Percent_01CAD47CF7B7B66D91C9B82BEE34BB37" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/RegulatoryRequirementTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/RelatedPartyTransactions" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/RelatedPartyTransactionsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RelatedPartyTransactionLineItems" xlink:label="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable" xlink:label="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_3FC7AD41F95C6B8ECD25B80C21330D41" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_3FC7AD41F95C6B8ECD25B80C21330D41" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_D3F58B96999773D0ACF2B80C2133DC9F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_3FC7AD41F95C6B8ECD25B80C21330D41" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_D3F58B96999773D0ACF2B80C2133DC9F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_9327F3D7180D14E5BFB1B80C2134092B_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_D3F58B96999773D0ACF2B80C2133DC9F" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_9327F3D7180D14E5BFB1B80C2134092B_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_9327F3D7180D14E5BFB1B80C2134092B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_D3F58B96999773D0ACF2B80C2133DC9F" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_9327F3D7180D14E5BFB1B80C2134092B" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SBIJapannextMember" xlink:label="loc_virt_SBIJapannextMember_BE2B6D675CF4D470E3F8B80C21348221" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_9327F3D7180D14E5BFB1B80C2134092B" xlink:to="loc_virt_SBIJapannextMember_BE2B6D675CF4D470E3F8B80C21348221" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RelatedPartyTransactionsByRelatedPartyAxis" xlink:label="loc_us-gaap_RelatedPartyTransactionsByRelatedPartyAxis_5DB95CA7AFC85505D925B80C21346D26" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfRelatedPartyTransactionsByRelatedPartyTable_3FC7AD41F95C6B8ECD25B80C21330D41" xlink:to="loc_us-gaap_RelatedPartyTransactionsByRelatedPartyAxis_5DB95CA7AFC85505D925B80C21346D26" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RelatedPartyDomain" xlink:label="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_RelatedPartyTransactionsByRelatedPartyAxis_5DB95CA7AFC85505D925B80C21346D26" xlink:to="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RelatedPartyDomain" xlink:label="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_RelatedPartyTransactionsByRelatedPartyAxis_5DB95CA7AFC85505D925B80C21346D26" xlink:to="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_IndustrialAndCommercialBankOfChinaMember" xlink:label="loc_virt_IndustrialAndCommercialBankOfChinaMember_7332E7EFE709F02A3298B80C2135A035" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:to="loc_virt_IndustrialAndCommercialBankOfChinaMember_7332E7EFE709F02A3298B80C2135A035" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_Level3CommunicationsMember" xlink:label="loc_virt_Level3CommunicationsMember_7F37DECD3B6C69AB061EB80C21353D32" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:to="loc_virt_Level3CommunicationsMember_7F37DECD3B6C69AB061EB80C21353D32" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DellIncAndAffiliatesMember" xlink:label="loc_virt_DellIncAndAffiliatesMember_34652B8192A8401C6016B80C21351FAE" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:to="loc_virt_DellIncAndAffiliatesMember_34652B8192A8401C6016B80C21351FAE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MarkitGroupHoldingsLimitedMember" xlink:label="loc_virt_MarkitGroupHoldingsLimitedMember_07B1229F9402515083A3B80C21352A32" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:to="loc_virt_MarkitGroupHoldingsLimitedMember_07B1229F9402515083A3B80C21352A32" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MicrowaveCommunicationNetworkJointVenturesMember" xlink:label="loc_virt_MicrowaveCommunicationNetworkJointVenturesMember_BC64E1A8B199ED2641E9B80C2136C679" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyDomain_C4FF62843EA8A0061CB6B80C2135738F" xlink:to="loc_virt_MicrowaveCommunicationNetworkJointVenturesMember_BC64E1A8B199ED2641E9B80C2136C679" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DueToAffiliateCurrentAndNoncurrent" xlink:label="loc_us-gaap_DueToAffiliateCurrentAndNoncurrent_5F914D54398F428D0D5AB80C213628B1" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_DueToAffiliateCurrentAndNoncurrent_5F914D54398F428D0D5AB80C213628B1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesLoaned" xlink:label="loc_us-gaap_SecuritiesLoaned_BC6ABEB401D9F3301D85B80C2136579C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_SecuritiesLoaned_BC6ABEB401D9F3301D85B80C2136579C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SecuritiesBorrowed" xlink:label="loc_us-gaap_SecuritiesBorrowed_898E647513BC6BFAAF60B80C21378694" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_SecuritiesBorrowed_898E647513BC6BFAAF60B80C21378694" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PaymentsToSuppliers" xlink:label="loc_us-gaap_PaymentsToSuppliers_8D4B4DA91A3443F087F1B80C2137C7C6" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_PaymentsToSuppliers_8D4B4DA91A3443F087F1B80C2137C7C6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RelatedPartyTransactionAmountsOfTransaction" xlink:label="loc_us-gaap_RelatedPartyTransactionAmountsOfTransaction_0992C2350B6B49D41129B80C213754C3" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_us-gaap_RelatedPartyTransactionAmountsOfTransaction_0992C2350B6B49D41129B80C213754C3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo" xlink:label="loc_virt_NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo_8E07BAED8CFDD17EF683B80C213744D1" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_RelatedPartyTransactionLineItems_BF8E91DB078EB56AF095B80C21362519" xlink:to="loc_virt_NumberOfMicrowaveCommunicationNetworkJointVenturesPaymentsMadeTo_8E07BAED8CFDD17EF683B80C213744D1" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/RevenuesFromContractsWithCustomers" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/RevenuesFromContractsWithCustomersDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisaggregationOfRevenueLineItems" xlink:label="loc_us-gaap_DisaggregationOfRevenueLineItems_A4D518DAB3E4DEAB7B70B8C02DDD5798" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisaggregationOfRevenueTable" xlink:label="loc_us-gaap_DisaggregationOfRevenueTable_6DAA17D7D6BE1045B58EB8C02DD7D69F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_DisaggregationOfRevenueLineItems_A4D518DAB3E4DEAB7B70B8C02DDD5798" xlink:to="loc_us-gaap_DisaggregationOfRevenueTable_6DAA17D7D6BE1045B58EB8C02DD7D69F" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="loc_us-gaap_StatementBusinessSegmentsAxis_3DEC3A25F9E3CE57D65DB8C02DD8375C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DisaggregationOfRevenueTable_6DAA17D7D6BE1045B58EB8C02DD7D69F" xlink:to="loc_us-gaap_StatementBusinessSegmentsAxis_3DEC3A25F9E3CE57D65DB8C02DD8375C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_3DEC3A25F9E3CE57D65DB8C02DD8375C" xlink:to="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SegmentDomain" xlink:label="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementBusinessSegmentsAxis_3DEC3A25F9E3CE57D65DB8C02DD8375C" xlink:to="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_MarketMakingSegmentMember" xlink:label="loc_virt_MarketMakingSegmentMember_5FAF8FDD4723C79A4EAFB8C02DD8D132" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817" xlink:to="loc_virt_MarketMakingSegmentMember_5FAF8FDD4723C79A4EAFB8C02DD8D132" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ExecutionServicesSegmentMember" xlink:label="loc_virt_ExecutionServicesSegmentMember_B9C0D1D9256C36E14D30B8C02DDB6617" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817" xlink:to="loc_virt_ExecutionServicesSegmentMember_B9C0D1D9256C36E14D30B8C02DDB6617" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CorporateMember" xlink:label="loc_us-gaap_CorporateMember_FBC4645934522340649BB8C02DDBB748" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SegmentDomain_4C3B4893CBC8671B6A35B8C02DD80817" xlink:to="loc_us-gaap_CorporateMember_FBC4645934522340649BB8C02DDBB748" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductOrServiceAxis" xlink:label="loc_srt_ProductOrServiceAxis_B8E4ABCC80FF392F7D17B8C02DDBDC8C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DisaggregationOfRevenueTable_6DAA17D7D6BE1045B58EB8C02DD7D69F" xlink:to="loc_srt_ProductOrServiceAxis_B8E4ABCC80FF392F7D17B8C02DDBDC8C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ProductOrServiceAxis_B8E4ABCC80FF392F7D17B8C02DDBDC8C" xlink:to="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ProductsAndServicesDomain" xlink:label="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ProductOrServiceAxis_B8E4ABCC80FF392F7D17B8C02DDBDC8C" xlink:to="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_CommissionsNetMember" xlink:label="loc_virt_CommissionsNetMember_A2EB78811C926CBB114FB8C02DDC71E5" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405" xlink:to="loc_virt_CommissionsNetMember_A2EB78811C926CBB114FB8C02DDC71E5" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_TechnologyServicesMember" xlink:label="loc_virt_TechnologyServicesMember_DEB0CE853F4071201978B8C02DDC70EF" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405" xlink:to="loc_virt_TechnologyServicesMember_DEB0CE853F4071201978B8C02DDC70EF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_OtherSourcesMember" xlink:label="loc_virt_OtherSourcesMember_5201D1C5A86009DE03F6B8C02DDC529E" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_ProductsAndServicesDomain_CD08A5C4814AC168008BB8C02DDC4405" xlink:to="loc_virt_OtherSourcesMember_5201D1C5A86009DE03F6B8C02DDC529E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceAxis" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_A9838F488ECFFAE29444B8C02DDCFBA5" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_DisaggregationOfRevenueTable_6DAA17D7D6BE1045B58EB8C02DD7D69F" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_A9838F488ECFFAE29444B8C02DDCFBA5" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_A9838F488ECFFAE29444B8C02DDCFBA5" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TimingOfTransferOfGoodOrServiceDomain" xlink:label="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceAxis_A9838F488ECFFAE29444B8C02DDCFBA5" xlink:to="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransferredAtPointInTimeMember" xlink:label="loc_us-gaap_TransferredAtPointInTimeMember_78A6A94A38E3CF1AE76FB8C02DDD1611" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877" xlink:to="loc_us-gaap_TransferredAtPointInTimeMember_78A6A94A38E3CF1AE76FB8C02DDD1611" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_TransferredOverTimeMember" xlink:label="loc_us-gaap_TransferredOverTimeMember_66B8957B5A4467E04177B8C02DDDC551" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_TimingOfTransferOfGoodOrServiceDomain_2A95B9BADFE9B8763B4DB8C02DDD3877" xlink:to="loc_us-gaap_TransferredOverTimeMember_66B8957B5A4467E04177B8C02DDDC551" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax" xlink:label="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_ACFF6D8ADFC7610E8182B8C02DDD92DE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisaggregationOfRevenueLineItems_A4D518DAB3E4DEAB7B70B8C02DDD5798" xlink:to="loc_us-gaap_RevenueFromContractWithCustomerExcludingAssessedTax_ACFF6D8ADFC7610E8182B8C02DDD92DE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_Revenues" xlink:label="loc_us-gaap_Revenues_DAE23D3E5F56635AD4C3B8C02DDEDBEB" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisaggregationOfRevenueLineItems_A4D518DAB3E4DEAB7B70B8C02DDD5798" xlink:to="loc_us-gaap_Revenues_DAE23D3E5F56635AD4C3B8C02DDEDBEB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ContractWithCustomerAssetNet" xlink:label="loc_us-gaap_ContractWithCustomerAssetNet_BAEFE506728DC338FA7FB8C02DDE6FB9" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisaggregationOfRevenueLineItems_A4D518DAB3E4DEAB7B70B8C02DDD5798" xlink:to="loc_us-gaap_ContractWithCustomerAssetNet_BAEFE506728DC338FA7FB8C02DDE6FB9" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/RevenuesFromContractsWithCustomersTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SaleOfBondpoint" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SaleOfBondpointNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_1118C10092DB4ED4BBA1FD69400187D8" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_1118C10092DB4ED4BBA1FD69400187D8" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6EF611215DF3E674AF09FD69400114EA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_1118C10092DB4ED4BBA1FD69400187D8" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6EF611215DF3E674AF09FD69400114EA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_C015A7A4FC4553FDEDE6FD6940015944_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6EF611215DF3E674AF09FD69400114EA" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_C015A7A4FC4553FDEDE6FD6940015944_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_C015A7A4FC4553FDEDE6FD6940015944" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_6EF611215DF3E674AF09FD69400114EA" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_C015A7A4FC4553FDEDE6FD6940015944" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BondPointDivisionAndFixedIncomeVenueMember" xlink:label="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_C2E02BDA78D85C269E87FD694001BE83" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_C015A7A4FC4553FDEDE6FD6940015944" xlink:to="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_C2E02BDA78D85C269E87FD694001BE83" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationAxis" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_094DBC7CCCD95273B7B6FD69400152F1" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_1118C10092DB4ED4BBA1FD69400187D8" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_094DBC7CCCD95273B7B6FD69400152F1" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_27D5E0AEACCFEFB346EFFD694001C626_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_094DBC7CCCD95273B7B6FD69400152F1" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_27D5E0AEACCFEFB346EFFD694001C626_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_27D5E0AEACCFEFB346EFFD694001C626" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_094DBC7CCCD95273B7B6FD69400152F1" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_27D5E0AEACCFEFB346EFFD694001C626" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember" xlink:label="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_8ADAC6AE6547CD301105FD694001904E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_27D5E0AEACCFEFB346EFFD694001C626" xlink:to="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_8ADAC6AE6547CD301105FD694001904E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_59E172E38822DA85918EFD69400195BF" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_59E172E38822DA85918EFD69400195BF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DisposalGroupNotDiscontinuedOperationTransactionCosts" xlink:label="loc_virt_DisposalGroupNotDiscontinuedOperationTransactionCosts_7ADE573E23448533DE0DFD6940011614" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_virt_DisposalGroupNotDiscontinuedOperationTransactionCosts_7ADE573E23448533DE0DFD6940011614" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProfessionalFees" xlink:label="loc_us-gaap_ProfessionalFees_EC2D44F98833CE7C2C1FFD694001EAE0" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_us-gaap_ProfessionalFees_EC2D44F98833CE7C2C1FFD694001EAE0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SalariesAndWages" xlink:label="loc_us-gaap_SalariesAndWages_CD49784103BFAFC507E9FD694001F8BC" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_us-gaap_SalariesAndWages_CD49784103BFAFC507E9FD694001F8BC" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts" xlink:label="loc_virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts_2F8764899E892E62A862FD732F299BB0" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_8A392B7A499EF63CD771FD69400157B5" xlink:to="loc_virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts_2F8764899E892E62A862FD732F299BB0" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SaleOfBondpointSummaryOfCarryingValueAndGainOnSaleDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_094C3EAB41F825B712FCFD541566045E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_094C3EAB41F825B712FCFD541566045E" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis" xlink:label="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_B29373EF6ED46BDC1340FD54156675AE" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_094C3EAB41F825B712FCFD541566045E" xlink:to="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_B29373EF6ED46BDC1340FD54156675AE" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_B84B09C3D0EE18203B9EFD5415672696_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_B29373EF6ED46BDC1340FD54156675AE" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_B84B09C3D0EE18203B9EFD5415672696_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain" xlink:label="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_B84B09C3D0EE18203B9EFD5415672696" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsAxis_B29373EF6ED46BDC1340FD54156675AE" xlink:to="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_B84B09C3D0EE18203B9EFD5415672696" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_BondPointDivisionAndFixedIncomeVenueMember" xlink:label="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_CC66341C0BDE3814BF93FD541567F0F9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupsIncludingDiscontinuedOperationsNameDomain_B84B09C3D0EE18203B9EFD5415672696" xlink:to="loc_virt_BondPointDivisionAndFixedIncomeVenueMember_CC66341C0BDE3814BF93FD541567F0F9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationAxis" xlink:label="loc_us-gaap_DisposalGroupClassificationAxis_DC934632D2F8A5B22D75FD541567D840" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsTable_094C3EAB41F825B712FCFD541566045E" xlink:to="loc_us-gaap_DisposalGroupClassificationAxis_DC934632D2F8A5B22D75FD541567D840" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_DC934632D2F8A5B22D75FD541567D840" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupClassificationDomain" xlink:label="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_DisposalGroupClassificationAxis_DC934632D2F8A5B22D75FD541567D840" xlink:to="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember" xlink:label="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_3A3861A5509030BDB6CCFD5415687428" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E" xlink:to="loc_us-gaap_DisposalGroupDisposedOfBySaleNotDiscontinuedOperationsMember_3A3861A5509030BDB6CCFD5415687428" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DiscontinuedOperationsHeldforsaleMember" xlink:label="loc_us-gaap_DiscontinuedOperationsHeldforsaleMember_9EA563ABC0870F81F3A1FD541568E6C2" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupClassificationDomain_72BD94EBA20C50E6E62AFD541567C13E" xlink:to="loc_us-gaap_DiscontinuedOperationsHeldforsaleMember_9EA563ABC0870F81F3A1FD541568E6C2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ProceedsFromDivestitureOfBusinesses" xlink:label="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_B2A05CA0B537BF63702FFD541568B2E2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_us-gaap_ProceedsFromDivestitureOfBusinesses_B2A05CA0B537BF63702FFD541568B2E2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationAccountsNotesAndLoansReceivableNet" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationAccountsNotesAndLoansReceivableNet_CA621880E975C0FCD509FD541569F686" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationAccountsNotesAndLoansReceivableNet_CA621880E975C0FCD509FD541569F686" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupIncludingDiscontinuedOperationIntangibleAssets" xlink:label="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationIntangibleAssets_9B68F14B63F5BE8ADFDDFD541569D09C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:to="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationIntangibleAssets_9B68F14B63F5BE8ADFDDFD541569D09C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation" xlink:label="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_585FB341CBD6C1A6D32CFD541569C7EF" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:to="loc_us-gaap_LiabilitiesOfDisposalGroupIncludingDiscontinuedOperation_585FB341CBD6C1A6D32CFD541569C7EF" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DisposalGroupIncludingDiscontinuedOperationNetAssetsLiabilities" xlink:label="loc_virt_DisposalGroupIncludingDiscontinuedOperationNetAssetsLiabilities_05A9267E92B6EE303F69FD5415691827" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_DisposalGroupIncludingDiscontinuedOperationBalanceSheetDisclosuresAbstract_95DE1537101D44B4ACE9FD541568BF8B" xlink:to="loc_virt_DisposalGroupIncludingDiscontinuedOperationNetAssetsLiabilities_05A9267E92B6EE303F69FD5415691827" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit" xlink:label="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_A080F21A46B38E27C2B4FD5415696BF8" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_us-gaap_GoodwillWrittenOffRelatedToSaleOfBusinessUnit_A080F21A46B38E27C2B4FD5415696BF8" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts" xlink:label="loc_virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts_CDAC3A2E792BD32378A0FD54156A4E52" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_virt_DisposalGroupNotDiscontinuedOperationGainLossonDisposalExcludingTransactionCosts_CDAC3A2E792BD32378A0FD54156A4E52" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_DisposalGroupNotDiscontinuedOperationTransactionCosts" xlink:label="loc_virt_DisposalGroupNotDiscontinuedOperationTransactionCosts_F406A6EDED53DA95B7BBFD54156A64EF" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_virt_DisposalGroupNotDiscontinuedOperationTransactionCosts_F406A6EDED53DA95B7BBFD54156A64EF" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal" xlink:label="loc_us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal_B362AC9081EAE94A4869FD54156ABF3E" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_IncomeStatementBalanceSheetAndAdditionalDisclosuresByDisposalGroupsIncludingDiscontinuedOperationsLineItems_C0A259A7300122706721FD5415685207" xlink:to="loc_us-gaap_DisposalGroupNotDiscontinuedOperationGainLossOnDisposal_B362AC9081EAE94A4869FD54156ABF3E" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SaleOfBondpointTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/ShareBasedCompensation" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/ShareBasedCompensationNarrativeDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameAxis" xlink:label="loc_us-gaap_PlanNameAxis_06DF01A27A5975481F8CF2822D4C0965" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:to="loc_us-gaap_PlanNameAxis_06DF01A27A5975481F8CF2822D4C0965" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_797F5D3B5475D534F612F2822D4CD353_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PlanNameAxis_06DF01A27A5975481F8CF2822D4C0965" xlink:to="loc_us-gaap_PlanNameDomain_797F5D3B5475D534F612F2822D4CD353_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_797F5D3B5475D534F612F2822D4CD353" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PlanNameAxis_06DF01A27A5975481F8CF2822D4C0965" xlink:to="loc_us-gaap_PlanNameDomain_797F5D3B5475D534F612F2822D4CD353" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ManagementIncentivePlan2015Member" xlink:label="loc_virt_ManagementIncentivePlan2015Member_05C1F43E57067C32E583F2822D4D6125" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PlanNameDomain_797F5D3B5475D534F612F2822D4CD353" xlink:to="loc_virt_ManagementIncentivePlan2015Member_05C1F43E57067C32E583F2822D4D6125" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_0D4E498C67715C54BF78F2822D4D23AC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:to="loc_srt_RangeAxis_0D4E498C67715C54BF78F2822D4D23AC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_F4BB5BB550610D96EEC7F2822D4D5B68_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_0D4E498C67715C54BF78F2822D4D23AC" xlink:to="loc_srt_RangeMember_F4BB5BB550610D96EEC7F2822D4D5B68_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_F4BB5BB550610D96EEC7F2822D4D5B68" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_0D4E498C67715C54BF78F2822D4D23AC" xlink:to="loc_srt_RangeMember_F4BB5BB550610D96EEC7F2822D4D5B68" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_5F8F4BDD60EBED71A0F5F2822D4E1E3C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_F4BB5BB550610D96EEC7F2822D4D5B68" xlink:to="loc_srt_MaximumMember_5F8F4BDD60EBED71A0F5F2822D4E1E3C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AwardTypeAxis" xlink:label="loc_us-gaap_AwardTypeAxis_D5BBAABA70AA86B7079FF2822D4E1C32" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:to="loc_us-gaap_AwardTypeAxis_D5BBAABA70AA86B7079FF2822D4E1C32" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AwardTypeAxis_D5BBAABA70AA86B7079FF2822D4E1C32" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AwardTypeAxis_D5BBAABA70AA86B7079FF2822D4E1C32" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EmployeeStockOptionMember" xlink:label="loc_us-gaap_EmployeeStockOptionMember_2373D556AFBB935560D6F2822D4F7500" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9" xlink:to="loc_us-gaap_EmployeeStockOptionMember_2373D556AFBB935560D6F2822D4F7500" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedStockUnitsRSUMember" xlink:label="loc_us-gaap_RestrictedStockUnitsRSUMember_C3F6FFD382C2CF5B1991F2822D4F28F6" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_9466B9CF0F7D0F3688C0F2822D4E0DA9" xlink:to="loc_us-gaap_RestrictedStockUnitsRSUMember_C3F6FFD382C2CF5B1991F2822D4F28F6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_58427FFDCC73DCE13F3FF2822D4F678A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_E42CA5E4FC232705BC91F2822D4A374F" xlink:to="loc_us-gaap_StatementClassOfStockAxis_58427FFDCC73DCE13F3FF2822D4F678A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9EE5BD300A296DDD1C55F2822D4FCCAC_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_58427FFDCC73DCE13F3FF2822D4F678A" xlink:to="loc_us-gaap_ClassOfStockDomain_9EE5BD300A296DDD1C55F2822D4FCCAC_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_9EE5BD300A296DDD1C55F2822D4FCCAC" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_58427FFDCC73DCE13F3FF2822D4F678A" xlink:to="loc_us-gaap_ClassOfStockDomain_9EE5BD300A296DDD1C55F2822D4FCCAC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_905BC15563288CA519EAF2822D4FD467" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_9EE5BD300A296DDD1C55F2822D4FCCAC" xlink:to="loc_us-gaap_CommonClassAMember_905BC15563288CA519EAF2822D4FD467" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_A8E2E647F127975D6C6CF2822D503B5F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod1_A8E2E647F127975D6C6CF2822D503B5F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardExpirationPeriod" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardExpirationPeriod_B5708500FDB584A44974F2822D50D765" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardExpirationPeriod_B5708500FDB584A44974F2822D50D765" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AllocatedShareBasedCompensationExpense" xlink:label="loc_us-gaap_AllocatedShareBasedCompensationExpense_7202BE5DCCB6CC576388F2822D5069E7" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_AllocatedShareBasedCompensationExpense_7202BE5DCCB6CC576388F2822D5069E7" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized" xlink:label="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_5653BB537C6703A835C3F2822D511BDA" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognized_5653BB537C6703A835C3F2822D511BDA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognizedPeriodForRecognition1" xlink:label="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognizedPeriodForRecognition1_BA6713B36461008319D0F2822D51A2C8" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_EmployeeServiceShareBasedCompensationNonvestedAwardsTotalCompensationCostNotYetRecognizedPeriodForRecognition1_BA6713B36461008319D0F2822D51A2C8" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodGross" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodGross_788D95DEC6165598C145F2822D51998E" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodGross_788D95DEC6165598C145F2822D51998E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross" xlink:label="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_802A1697EB74394B93CFF2822D515C2B" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_99146F24CBFBD7A44982F2822D5070B9" xlink:to="loc_us-gaap_StockGrantedDuringPeriodValueSharebasedCompensationGross_802A1697EB74394B93CFF2822D515C2B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/ShareBasedCompensationSummaryOfActivityInOptionsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_D12D2E735A717946B221CF3A37DBBF9F" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_4CD3B3BB107F30AD0F79CF3A37D9A803" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_D12D2E735A717946B221CF3A37DBBF9F" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_4CD3B3BB107F30AD0F79CF3A37D9A803" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameAxis" xlink:label="loc_us-gaap_PlanNameAxis_4548F8C26C2B8172D3C1CF3A37D91350" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_4CD3B3BB107F30AD0F79CF3A37D9A803" xlink:to="loc_us-gaap_PlanNameAxis_4548F8C26C2B8172D3C1CF3A37D91350" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_1A90826530E74273F17BCF3A37D99F6A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PlanNameAxis_4548F8C26C2B8172D3C1CF3A37D91350" xlink:to="loc_us-gaap_PlanNameDomain_1A90826530E74273F17BCF3A37D99F6A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_1A90826530E74273F17BCF3A37D99F6A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PlanNameAxis_4548F8C26C2B8172D3C1CF3A37D91350" xlink:to="loc_us-gaap_PlanNameDomain_1A90826530E74273F17BCF3A37D99F6A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ManagementIncentivePlan2015Member" xlink:label="loc_virt_ManagementIncentivePlan2015Member_BDCD689A28D2765B8428CF3A37DA93B2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PlanNameDomain_1A90826530E74273F17BCF3A37D99F6A" xlink:to="loc_virt_ManagementIncentivePlan2015Member_BDCD689A28D2765B8428CF3A37DA93B2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AwardTypeAxis" xlink:label="loc_us-gaap_AwardTypeAxis_904D3E43C32266653D17CF3A37DA0049" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_4CD3B3BB107F30AD0F79CF3A37D9A803" xlink:to="loc_us-gaap_AwardTypeAxis_904D3E43C32266653D17CF3A37DA0049" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_B3888F0F34A8B3A14B91CF3A37DABCD6_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AwardTypeAxis_904D3E43C32266653D17CF3A37DA0049" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_B3888F0F34A8B3A14B91CF3A37DABCD6_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_B3888F0F34A8B3A14B91CF3A37DABCD6" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AwardTypeAxis_904D3E43C32266653D17CF3A37DA0049" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_B3888F0F34A8B3A14B91CF3A37DABCD6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EmployeeStockOptionMember" xlink:label="loc_us-gaap_EmployeeStockOptionMember_1C24E4E002134734A61ECF3A37DB210E" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_B3888F0F34A8B3A14B91CF3A37DABCD6" xlink:to="loc_us-gaap_EmployeeStockOptionMember_1C24E4E002134734A61ECF3A37DB210E" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_F55804AC752D3830E7C1CF3A37DC7983" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_D12D2E735A717946B221CF3A37DBBF9F" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_F55804AC752D3830E7C1CF3A37DC7983" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingNumber" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingNumber_E5CAD372E972E1F39354CF3A37DCF0C2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_F55804AC752D3830E7C1CF3A37DC7983" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingNumber_E5CAD372E972E1F39354CF3A37DCF0C2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsForfeituresAndExpirationsInPeriod" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsForfeituresAndExpirationsInPeriod_13F41DDB1D9987605511CF3A37DC1532" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_F55804AC752D3830E7C1CF3A37DC7983" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsForfeituresAndExpirationsInPeriod_13F41DDB1D9987605511CF3A37DC1532" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised" xlink:label="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_AA6B6E5C8B41E17DD62FCF3A37DC1F39" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_F55804AC752D3830E7C1CF3A37DC7983" xlink:to="loc_us-gaap_StockIssuedDuringPeriodSharesStockOptionsExercised_AA6B6E5C8B41E17DD62FCF3A37DC1F39" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePriceRollforward" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePriceRollforward_2DF06A8AD6D01F083775CF3A37DD6251" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_D12D2E735A717946B221CF3A37DBBF9F" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePriceRollforward_2DF06A8AD6D01F083775CF3A37DD6251" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePrice" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePrice_8448887D8CB6559984A2CF3A37DD7ED2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePriceRollforward_2DF06A8AD6D01F083775CF3A37DD6251" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePrice_8448887D8CB6559984A2CF3A37DD7ED2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardOptionsExercisesInPeriodWeightedAverageExercisePrice" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardOptionsExercisesInPeriodWeightedAverageExercisePrice_9E823029645F93F60B0CCF3A37DD881D" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingWeightedAverageExercisePriceRollforward_2DF06A8AD6D01F083775CF3A37DD6251" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardOptionsExercisesInPeriodWeightedAverageExercisePrice_9E823029645F93F60B0CCF3A37DD881D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract_E32E092F1E578B9C9D72CF3A37DDEE8A" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_D12D2E735A717946B221CF3A37DBBF9F" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract_E32E092F1E578B9C9D72CF3A37DDEE8A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsOutstandingWeightedAverageRemainingContractualTerm2" xlink:label="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsOutstandingWeightedAverageRemainingContractualTerm2_892C79E18110D233C08DCF3A37DE9D78" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract_E32E092F1E578B9C9D72CF3A37DDEE8A" xlink:to="loc_us-gaap_SharebasedCompensationArrangementBySharebasedPaymentAwardOptionsOutstandingWeightedAverageRemainingContractualTerm2_892C79E18110D233C08DCF3A37DE9D78" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableNumber" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableNumber_9AC35078E1571AA217AACF3A37DE6576" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract_E32E092F1E578B9C9D72CF3A37DDEE8A" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableNumber_9AC35078E1571AA217AACF3A37DE6576" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableWeightedAverageExercisePrice" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableWeightedAverageExercisePrice_1CDE092F36A92ACD6AEFCF3A37DE0D7B" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsAdditionalDisclosuresAbstract_E32E092F1E578B9C9D72CF3A37DDEE8A" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsExercisableWeightedAverageExercisePrice_1CDE092F36A92ACD6AEFCF3A37DE0D7B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/ShareBasedCompensationSummaryOfActivityInRsusDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4731E5AE8A676AC5FE83BA1766BB7ED2" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_56D8E1DECDB37F833AB9BA1766B9BC48" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4731E5AE8A676AC5FE83BA1766BB7ED2" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_56D8E1DECDB37F833AB9BA1766B9BC48" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameAxis" xlink:label="loc_us-gaap_PlanNameAxis_6DB396AE82D34EDB1FF0BA1766BAC3B0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_56D8E1DECDB37F833AB9BA1766B9BC48" xlink:to="loc_us-gaap_PlanNameAxis_6DB396AE82D34EDB1FF0BA1766BAC3B0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_24A2097974EDC7B953F4BA1766BA088A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PlanNameAxis_6DB396AE82D34EDB1FF0BA1766BAC3B0" xlink:to="loc_us-gaap_PlanNameDomain_24A2097974EDC7B953F4BA1766BA088A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PlanNameDomain" xlink:label="loc_us-gaap_PlanNameDomain_24A2097974EDC7B953F4BA1766BA088A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PlanNameAxis_6DB396AE82D34EDB1FF0BA1766BAC3B0" xlink:to="loc_us-gaap_PlanNameDomain_24A2097974EDC7B953F4BA1766BA088A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_ManagementIncentivePlan2015Member" xlink:label="loc_virt_ManagementIncentivePlan2015Member_409C4736E21819F81C6ABA1766BA45C4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PlanNameDomain_24A2097974EDC7B953F4BA1766BA088A" xlink:to="loc_virt_ManagementIncentivePlan2015Member_409C4736E21819F81C6ABA1766BA45C4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AwardTypeAxis" xlink:label="loc_us-gaap_AwardTypeAxis_474CD37FB0B55CFA49A8BA1766BACB76" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_56D8E1DECDB37F833AB9BA1766B9BC48" xlink:to="loc_us-gaap_AwardTypeAxis_474CD37FB0B55CFA49A8BA1766BACB76" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_272A9D4FFA16EE7EAB94BA1766BB1CE0_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AwardTypeAxis_474CD37FB0B55CFA49A8BA1766BACB76" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_272A9D4FFA16EE7EAB94BA1766BB1CE0_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_272A9D4FFA16EE7EAB94BA1766BB1CE0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AwardTypeAxis_474CD37FB0B55CFA49A8BA1766BACB76" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_272A9D4FFA16EE7EAB94BA1766BB1CE0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedStockUnitsRSUMember" xlink:label="loc_us-gaap_RestrictedStockUnitsRSUMember_85CF911B7B78F9D13399BA1766BB53FA" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_272A9D4FFA16EE7EAB94BA1766BB1CE0" xlink:to="loc_us-gaap_RestrictedStockUnitsRSUMember_85CF911B7B78F9D13399BA1766BB53FA" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4731E5AE8A676AC5FE83BA1766BB7ED2" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber_00302A43EFB4A38074D4BA1766BCB16B" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber_00302A43EFB4A38074D4BA1766BCB16B" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod_FDF34C48CF4DD76F450BBA1766BC025C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod_FDF34C48CF4DD76F450BBA1766BC025C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod_6D3413AFA15CACEC124ABA1766BC0B31" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod_6D3413AFA15CACEC124ABA1766BC0B31" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod_5952A39637CBE3A16528BA1766BCEBDB" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsOutstandingRollForward_EA938EC8B0178D9692F2BA1766BB2AE9" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod_5952A39637CBE3A16528BA1766BCEBDB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4731E5AE8A676AC5FE83BA1766BB7ED2" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue_C5631E7527AB6E728BA8BA1766BD5FF4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue_C5631E7527AB6E728BA8BA1766BD5FF4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue_29558E9FFC6BB766957CBA1766BDDE39" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue_29558E9FFC6BB766957CBA1766BDDE39" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeituresWeightedAverageGrantDateFairValue" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeituresWeightedAverageGrantDateFairValue_7D8C5248EDFFB0D7E4D2BA1766BDE0E3" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeituresWeightedAverageGrantDateFairValue_7D8C5248EDFFB0D7E4D2BA1766BDE0E3" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue_B4F63EF4C628D69BF86EBA1766BDD58F" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValueRollForward_00635EDAA49B84C7D50FBA1766BD1554" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue_B4F63EF4C628D69BF86EBA1766BDD58F" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/ShareBasedCompensationTables" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4398412D9413BDB700FAA518E760E91B" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_5B145D31EA673BF863A3A518E75F001A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4398412D9413BDB700FAA518E760E91B" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_5B145D31EA673BF863A3A518E75F001A" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_AwardTypeAxis" xlink:label="loc_us-gaap_AwardTypeAxis_5F0A767AE4919DF75DA8A518E75F381F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable_5B145D31EA673BF863A3A518E75F001A" xlink:to="loc_us-gaap_AwardTypeAxis_5F0A767AE4919DF75DA8A518E75F381F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_AwardTypeAxis_5F0A767AE4919DF75DA8A518E75F381F" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_AwardTypeAxis_5F0A767AE4919DF75DA8A518E75F381F" xlink:to="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EmployeeStockOptionMember" xlink:label="loc_us-gaap_EmployeeStockOptionMember_F7CDFEA0B98A80B7EEF5A518E7609FD0" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80" xlink:to="loc_us-gaap_EmployeeStockOptionMember_F7CDFEA0B98A80B7EEF5A518E7609FD0" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RestrictedStockUnitsRSUMember" xlink:label="loc_us-gaap_RestrictedStockUnitsRSUMember_7C057ACDC1AD530294FAA518E760B282" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_A7A0A577E97F8FEF4AA7A518E7605A80" xlink:to="loc_us-gaap_RestrictedStockUnitsRSUMember_7C057ACDC1AD530294FAA518E760B282" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationStockOptionsActivityTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfShareBasedCompensationStockOptionsActivityTableTextBlock_C8D7E596FF37CFD783E4A518E761F240" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4398412D9413BDB700FAA518E760E91B" xlink:to="loc_us-gaap_ScheduleOfShareBasedCompensationStockOptionsActivityTableTextBlock_C8D7E596FF37CFD783E4A518E761F240" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfSharebasedCompensationRestrictedStockAndRestrictedStockUnitsActivityTableTextBlock" xlink:label="loc_us-gaap_ScheduleOfSharebasedCompensationRestrictedStockAndRestrictedStockUnitsActivityTableTextBlock_32E0A45C990F4F45FEDAA518E76169FC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardLineItems_4398412D9413BDB700FAA518E760E91B" xlink:to="loc_us-gaap_ScheduleOfSharebasedCompensationRestrictedStockAndRestrictedStockUnitsActivityTableTextBlock_32E0A45C990F4F45FEDAA518E76169FC" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SubsequentEvents" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SubsequentEventsDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventLineItems" xlink:label="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTable" xlink:label="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeAxis" xlink:label="loc_us-gaap_SubsequentEventTypeAxis_3519751E4D1191CC814F1099538D5556" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:to="loc_us-gaap_SubsequentEventTypeAxis_3519751E4D1191CC814F1099538D5556" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeDomain" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_6D9611C35C94FBD501871099538DBB99_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_3519751E4D1191CC814F1099538D5556" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_6D9611C35C94FBD501871099538DBB99_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventTypeDomain" xlink:label="loc_us-gaap_SubsequentEventTypeDomain_6D9611C35C94FBD501871099538DBB99" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_SubsequentEventTypeAxis_3519751E4D1191CC814F1099538D5556" xlink:to="loc_us-gaap_SubsequentEventTypeDomain_6D9611C35C94FBD501871099538DBB99" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SubsequentEventMember" xlink:label="loc_us-gaap_SubsequentEventMember_3BA1820B205C9A42FA761099538D683A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventTypeDomain_6D9611C35C94FBD501871099538DBB99" xlink:to="loc_us-gaap_SubsequentEventMember_3BA1820B205C9A42FA761099538D683A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityAxis" xlink:label="loc_us-gaap_CreditFacilityAxis_9D4160C28D6A83D28DE01099538F5819" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:to="loc_us-gaap_CreditFacilityAxis_9D4160C28D6A83D28DE01099538F5819" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_F3F385C2A99D30E119911099538FEFC3_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_CreditFacilityAxis_9D4160C28D6A83D28DE01099538F5819" xlink:to="loc_us-gaap_CreditFacilityDomain_F3F385C2A99D30E119911099538FEFC3_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CreditFacilityDomain" xlink:label="loc_us-gaap_CreditFacilityDomain_F3F385C2A99D30E119911099538FEFC3" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_CreditFacilityAxis_9D4160C28D6A83D28DE01099538F5819" xlink:to="loc_us-gaap_CreditFacilityDomain_F3F385C2A99D30E119911099538FEFC3" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_SeniorSecuredCreditFacilityMember" xlink:label="loc_virt_SeniorSecuredCreditFacilityMember_E5E318A786936B04897B1099538FA8F2" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_CreditFacilityDomain_F3F385C2A99D30E119911099538FEFC3" xlink:to="loc_virt_SeniorSecuredCreditFacilityMember_E5E318A786936B04897B1099538FA8F2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="loc_us-gaap_StatementClassOfStockAxis_4987EC8A5EBAACEB539F1099538FF6BD" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:to="loc_us-gaap_StatementClassOfStockAxis_4987EC8A5EBAACEB539F1099538FF6BD" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_E8070126306695E9647010995390CB09_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_StatementClassOfStockAxis_4987EC8A5EBAACEB539F1099538FF6BD" xlink:to="loc_us-gaap_ClassOfStockDomain_E8070126306695E9647010995390CB09_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="loc_us-gaap_ClassOfStockDomain_E8070126306695E9647010995390CB09" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_StatementClassOfStockAxis_4987EC8A5EBAACEB539F1099538FF6BD" xlink:to="loc_us-gaap_ClassOfStockDomain_E8070126306695E9647010995390CB09" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="loc_us-gaap_CommonClassAMember_900A75F109A06C97D8BB10995390E612" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_ClassOfStockDomain_E8070126306695E9647010995390CB09" xlink:to="loc_us-gaap_CommonClassAMember_900A75F109A06C97D8BB10995390E612" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_032645355FFAD7712FF51099538E3BC6" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_SubsequentEventTable_211F0DFA5843DCD12F331099538B1995" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_032645355FFAD7712FF51099538E3BC6" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_6F30B218C3860508EA131099538E360D_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_032645355FFAD7712FF51099538E3BC6" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_6F30B218C3860508EA131099538E360D_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_6F30B218C3860508EA131099538E360D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_032645355FFAD7712FF51099538E3BC6" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_6F30B218C3860508EA131099538E360D" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_VirtuFinancialLlcMember" xlink:label="loc_virt_VirtuFinancialLlcMember_632F7639DBF035D0CAB21099538E581F" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_6F30B218C3860508EA131099538E360D" xlink:to="loc_virt_VirtuFinancialLlcMember_632F7639DBF035D0CAB21099538E581F" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_RepaymentsOfDebt" xlink:label="loc_us-gaap_RepaymentsOfDebt_D44CE79E24C3EB53AE3E10995391863A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_RepaymentsOfDebt_D44CE79E24C3EB53AE3E10995391863A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity" xlink:label="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_7D2BA76C638E7C005866109953919014" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity_7D2BA76C638E7C005866109953919014" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_CommonStockDividendsPerShareDeclared" xlink:label="loc_us-gaap_CommonStockDividendsPerShareDeclared_088118A21E5FA081AED1109953918470" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_CommonStockDividendsPerShareDeclared_088118A21E5FA081AED1109953918470" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_StockRepurchaseProgramIncreaseInAuthorizedAmount" xlink:label="loc_virt_StockRepurchaseProgramIncreaseInAuthorizedAmount_E9AEE250D09D77CACEDC10995391867A" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_virt_StockRepurchaseProgramIncreaseInAuthorizedAmount_E9AEE250D09D77CACEDC10995391867A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchaseProgramAuthorizedAmount1" xlink:label="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_54DFBEA50344C43AFAFB109953927613" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_StockRepurchaseProgramAuthorizedAmount1_54DFBEA50344C43AFAFB109953927613" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchasedDuringPeriodShares" xlink:label="loc_us-gaap_StockRepurchasedDuringPeriodShares_16A2ADD1382B6B5F488D1099539248F2" xlink:type="locator" />
    <link:definitionArc order="6" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_StockRepurchasedDuringPeriodShares_16A2ADD1382B6B5F488D1099539248F2" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchasedDuringPeriodValue" xlink:label="loc_us-gaap_StockRepurchasedDuringPeriodValue_4E99B22F4254B1051DB310995392D595" xlink:type="locator" />
    <link:definitionArc order="7" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_StockRepurchasedDuringPeriodValue_4E99B22F4254B1051DB310995392D595" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_StockRepurchaseProgramRemainingAuthorizedRepurchaseAmount1" xlink:label="loc_us-gaap_StockRepurchaseProgramRemainingAuthorizedRepurchaseAmount1_7808C8145AFAFB06B107109953920E4A" xlink:type="locator" />
    <link:definitionArc order="8" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_StockRepurchaseProgramRemainingAuthorizedRepurchaseAmount1_7808C8145AFAFB06B107109953920E4A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityMethodInvestmentDividendsOrDistributions" xlink:label="loc_us-gaap_EquityMethodInvestmentDividendsOrDistributions_893EE1092D7DF86131AD10995390011B" xlink:type="locator" />
    <link:definitionArc order="9" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_SubsequentEventLineItems_B9AA0AAE806DFE464ADA1099539074C9" xlink:to="loc_us-gaap_EquityMethodInvestmentDividendsOrDistributions_893EE1092D7DF86131AD10995390011B" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPolicies" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesCapitalizedSoftwareDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentLineItems" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentLineItems_9837B865A2939D29A64DB9F4A1BA73DC" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfPropertyPlantAndEquipmentTable" xlink:label="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_C353F7C705B0842DE669B9F4A1B24286" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentLineItems_9837B865A2939D29A64DB9F4A1BA73DC" xlink:to="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_C353F7C705B0842DE669B9F4A1B24286" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentByTypeAxis" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_394509A7F980E3C25E6AB9F4A1B7EFEB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_C353F7C705B0842DE669B9F4A1B24286" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_394509A7F980E3C25E6AB9F4A1B7EFEB" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentTypeDomain" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_CB984767D7D2154B8D76B9F4A1B886B4_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_394509A7F980E3C25E6AB9F4A1B7EFEB" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_CB984767D7D2154B8D76B9F4A1B886B4_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentTypeDomain" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_CB984767D7D2154B8D76B9F4A1B886B4" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_394509A7F980E3C25E6AB9F4A1B7EFEB" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_CB984767D7D2154B8D76B9F4A1B886B4" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_SoftwareDevelopmentMember" xlink:label="loc_us-gaap_SoftwareDevelopmentMember_E48B9078311D79AB1671B9F4A2323928" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_CB984767D7D2154B8D76B9F4A1B886B4" xlink:to="loc_us-gaap_SoftwareDevelopmentMember_E48B9078311D79AB1671B9F4A2323928" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_38515ED0684028BF5618B9F4A1B9CC19" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_C353F7C705B0842DE669B9F4A1B24286" xlink:to="loc_srt_RangeAxis_38515ED0684028BF5618B9F4A1B9CC19" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_38515ED0684028BF5618B9F4A1B9CC19" xlink:to="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_38515ED0684028BF5618B9F4A1B9CC19" xlink:to="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_5DBF2A69B759DBEFBC86B9F4A2104F26" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837" xlink:to="loc_srt_MinimumMember_5DBF2A69B759DBEFBC86B9F4A2104F26" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_EAA8809AECE39A1DF168B9F4A2540D42" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_6F3496BB8009663E5B8EB9F4A1B9F837" xlink:to="loc_srt_MaximumMember_EAA8809AECE39A1DF168B9F4A2540D42" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentUsefulLife" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentUsefulLife_9C0F497B240744F1D355B9F4A1EA9192" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentLineItems_9837B865A2939D29A64DB9F4A1BA73DC" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentUsefulLife_9C0F497B240744F1D355B9F4A1EA9192" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPolicies" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesPropertyEquipmentAndOccupancyDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentLineItems" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentLineItems_22B0FDE33EA582EB2988B9F3AB166489" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfPropertyPlantAndEquipmentTable" xlink:label="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_67732798581CFC6A29CAB9F3AB139582" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentLineItems_22B0FDE33EA582EB2988B9F3AB166489" xlink:to="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_67732798581CFC6A29CAB9F3AB139582" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentByTypeAxis" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_43F33B00B85A23D2EBA2B9F3AB141380" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_67732798581CFC6A29CAB9F3AB139582" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_43F33B00B85A23D2EBA2B9F3AB141380" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentTypeDomain" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_35E6B2367A23BFD26B45B9F3AB14399A_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_43F33B00B85A23D2EBA2B9F3AB141380" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_35E6B2367A23BFD26B45B9F3AB14399A_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentTypeDomain" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_35E6B2367A23BFD26B45B9F3AB14399A" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentByTypeAxis_43F33B00B85A23D2EBA2B9F3AB141380" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_35E6B2367A23BFD26B45B9F3AB14399A" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_FurnitureAndFixturesMember" xlink:label="loc_us-gaap_FurnitureAndFixturesMember_D49E608E6BDFD872B48CB9F3AB3A762D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentTypeDomain_35E6B2367A23BFD26B45B9F3AB14399A" xlink:to="loc_us-gaap_FurnitureAndFixturesMember_D49E608E6BDFD872B48CB9F3AB3A762D" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeAxis" xlink:label="loc_srt_RangeAxis_16F72D5797FAAF07ADDEB9F3AB1597AC" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfPropertyPlantAndEquipmentTable_67732798581CFC6A29CAB9F3AB139582" xlink:to="loc_srt_RangeAxis_16F72D5797FAAF07ADDEB9F3AB1597AC" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_RangeAxis_16F72D5797FAAF07ADDEB9F3AB1597AC" xlink:to="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_RangeMember" xlink:label="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_RangeAxis_16F72D5797FAAF07ADDEB9F3AB1597AC" xlink:to="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MinimumMember" xlink:label="loc_srt_MinimumMember_6DF0405CD731BECF22D9B9F3AB48D880" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760" xlink:to="loc_srt_MinimumMember_6DF0405CD731BECF22D9B9F3AB48D880" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_MaximumMember" xlink:label="loc_srt_MaximumMember_FDDA979188226392EE23B9F3AB57757C" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_RangeMember_3644045604F26D4E6A92B9F3AB15F760" xlink:to="loc_srt_MaximumMember_FDDA979188226392EE23B9F3AB57757C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_PropertyPlantAndEquipmentUsefulLife" xlink:label="loc_us-gaap_PropertyPlantAndEquipmentUsefulLife_B8A974339FE13F134171B9F3AB27A53D" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_PropertyPlantAndEquipmentLineItems_22B0FDE33EA582EB2988B9F3AB166489" xlink:to="loc_us-gaap_PropertyPlantAndEquipmentUsefulLife_B8A974339FE13F134171B9F3AB27A53D" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesSecuritiesBorrowedAndSecuritiesLoanedDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesShareBasedCompensationDetails" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesTables" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/SummaryOfSignificantAccountingPoliciesVariableInterestEntitiesDetails" xlink:type="extended">
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_VariableInterestEntityLineItems" xlink:label="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:type="locator" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_ScheduleOfVariableInterestEntitiesTable" xlink:label="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_54E96A3B2CCFE36C2DD2F12814F4C755" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_54E96A3B2CCFE36C2DD2F12814F4C755" xlink:type="arc" xbrldt:closed="true" xbrldt:contextElement="segment" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis" xlink:label="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_B3DE935F3C17AE2C3434F12814F4123C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="loc_us-gaap_ScheduleOfVariableInterestEntitiesTable_54E96A3B2CCFE36C2DD2F12814F4C755" xlink:to="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_B3DE935F3C17AE2C3434F12814F4123C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87_default" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_B3DE935F3C17AE2C3434F12814F4123C" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87_default" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/srt/2018/elts/srt-2018-01-31.xsd#srt_EquityMethodInvesteeNameDomain" xlink:label="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="loc_srt_ScheduleOfEquityMethodInvestmentEquityMethodInvesteeNameAxis_B3DE935F3C17AE2C3434F12814F4123C" xlink:to="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember" xlink:label="loc_virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember_111F82DFF8F0BF0F9049F12814F4BE6C" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87" xlink:to="loc_virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndAsiaMember_111F82DFF8F0BF0F9049F12814F4BE6C" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember" xlink:label="loc_virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember_1AEF4F2E17944A535657F12814F5F814" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_srt_EquityMethodInvesteeNameDomain_28CB58645761CC54C8ECF12814F46B87" xlink:to="loc_virt_JointVentureBuildingMicrowaveCommunicationNetworksInUSAndEuropeMember_1AEF4F2E17944A535657F12814F5F814" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_NumberOfOtherInvestorsInJointVenture" xlink:label="loc_virt_NumberOfOtherInvestorsInJointVenture_A968A6C1C4012ED0F40AF12814F507FB" xlink:type="locator" />
    <link:definitionArc order="1" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_virt_NumberOfOtherInvestorsInJointVenture_A968A6C1C4012ED0F40AF12814F507FB" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_PercentageOwnershipOfVotingSharesOfJointVentureHeldByEachInvestor" xlink:label="loc_virt_PercentageOwnershipOfVotingSharesOfJointVentureHeldByEachInvestor_818796B27ACB47A9BAA2F12814F54C5A" xlink:type="locator" />
    <link:definitionArc order="2" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_virt_PercentageOwnershipOfVotingSharesOfJointVentureHeldByEachInvestor_818796B27ACB47A9BAA2F12814F54C5A" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor" xlink:label="loc_virt_PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor_552FFBD45529980F9B8AF12814F666FE" xlink:type="locator" />
    <link:definitionArc order="3" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_virt_PercentageOwnershipOfEquityOfJointVentureHeldByEachInvestor_552FFBD45529980F9B8AF12814F666FE" xlink:type="arc" />
    <link:loc xlink:href="virt-20180630.xsd#virt_EquityMethodInvestmentVotingSharesPercentage" xlink:label="loc_virt_EquityMethodInvestmentVotingSharesPercentage_44831916B0D13DC1B54EF12814F60D4C" xlink:type="locator" />
    <link:definitionArc order="4" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_virt_EquityMethodInvestmentVotingSharesPercentage_44831916B0D13DC1B54EF12814F60D4C" xlink:type="arc" />
    <link:loc xlink:href="http://xbrl.fasb.org/us-gaap/2018/elts/us-gaap-2018-01-31.xsd#us-gaap_EquityMethodInvestmentOwnershipPercentage" xlink:label="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_3F7EEAC5BC38FC631BE9F12814F6E307" xlink:type="locator" />
    <link:definitionArc order="5" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="loc_us-gaap_VariableInterestEntityLineItems_FB30B652EC5223750498F12814F5E155" xlink:to="loc_us-gaap_EquityMethodInvestmentOwnershipPercentage_3F7EEAC5BC38FC631BE9F12814F6E307" xlink:type="arc" />
  </link:definitionLink>
  <link:definitionLink xlink:role="http://www.virtu.com/role/TaxReceivableAgreements" xlink:type="extended" />
  <link:definitionLink xlink:role="http://www.virtu.com/role/TaxReceivableAgreementsDetails" xlink:type="extended" />
</link:linkbase>
