Derivative Liability, Notional Amount, Terminated Amount

No definition available.

Name:	esrt_DerivativeLiabilityNotionalAmountTerminatedAmount
Namespace Prefix:	esrt_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fair value of liability associated with financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 8
-URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226003-175313

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (a),(c)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624163-113959

+ Details

Name:	us-gaap_DerivativeAssetFairValueGrossLiability
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (a),(c)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5624163-113959

Reference 3: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 7
-URI http://asc.fasb.org/extlink&oid=82849420&loc=SL20226000-175313

Reference 4: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 860
-SubTopic 20
-Section 50
-Paragraph 4D
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=82924980&loc=SL51823488-111719

+ Details

Name:	us-gaap_DerivativeFairValueOfDerivativeAsset
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Nominal or face amount used to calculate payments on the derivative liability.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeLiabilityNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativesFairValueLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

Aggregate net gain (loss) on all derivative instruments recognized in earnings during the period, before tax effects.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4A
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=84234895&loc=SL5618551-113959

+ Details

Name:	us-gaap_GainLossOnDerivativeInstrumentsNetPretax
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapOneMonthLIBOR2.1485Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_TwoInterestRateSwapsThreeMonthLIBOR2.5050Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.5050Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.50502Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.4860Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.48602Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.48603Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.7620Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.76202Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=esrt_InterestRateSwapThreeMonthLIBOR2.4625Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_IncomeStatementLocationAxis=us-gaap_OtherNonoperatingIncomeExpenseMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Financial Instruments and Fair Values - Summary of the Terms of Agreements and the Fair Value of Derivative Financial Instruments (Details) - USD ($)	1 Months Ended	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Mar. 31, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments		$ 42,000	$ 0	$ 289,000	$ 0
Designated as Hedging Instrument \| Cash Flow Hedging
Derivatives, Fair Value [Line Items]
Asset	$ 0	0		0			$ 614,000
Liability	(11,947,000)	(11,947,000)		(11,947,000)			(5,591,000)
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, One Month LIBOR, 2.1485%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 265,000,000	$ 265,000,000		$ 265,000,000
Pay Rate (as a percent)	2.1485%	2.1485%		2.1485%
Asset	$ 0	$ 0		$ 0			0
Liability	(3,338,000)	(3,338,000)		(3,338,000)			(1,634,000)
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Two Interest Rate Swaps, Three Month LIBOR, 2.5050%
Derivatives, Fair Value [Line Items]
Notional amount, terminated	180,000,000.0	180,000,000.0		180,000,000.0
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.5050%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.505%	2.505%		2.505%
Asset	$ 0	$ 0		$ 0			0
Liability	0	0		0			(684,000)
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.5050%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 80,000,000	$ 80,000,000		$ 80,000,000		$ 100,000,000.0
Pay Rate (as a percent)	2.505%	2.505%		2.505%
Asset	$ 0	$ 0		$ 0			0
Liability	0	0		0			(685,000)
Notional amount, terminated						$ 20,000,000
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.4860%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.486%	2.486%		2.486%
Asset	$ 0	$ 0		$ 0			224,000
Liability	(1,207,000)	(1,207,000)		(1,207,000)			0
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.4860%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.486%	2.486%		2.486%
Asset	$ 0	$ 0		$ 0			223,000
Liability	(1,207,000)	(1,207,000)		(1,207,000)			0
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.4860%, 3
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.486%	2.486%		2.486%
Asset	$ 0	$ 0		$ 0			167,000
Liability	(905,000)	(905,000)		(905,000)			0
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.7620%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.762%	2.762%		2.762%
Asset	$ 0	$ 0		$ 0			0
Liability	(2,387,000)	(2,387,000)		(2,387,000)			(1,295,000)
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.7620%, 2
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000	$ 75,000,000		$ 75,000,000
Pay Rate (as a percent)	2.762%	2.762%		2.762%
Asset	$ 0	$ 0		$ 0			0
Liability	(2,386,000)	(2,386,000)		(2,386,000)			(1,293,000)
Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.4625%
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000	$ 100,000,000		$ 100,000,000
Pay Rate (as a percent)	2.46245%	2.46245%		2.46245%
Asset	$ 0	$ 0		$ 0			0
Liability	(517,000)	$ (517,000)		(517,000)			$ 0
Other expense \| Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Two Interest Rate Swaps, Three Month LIBOR, 2.5050%
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments	$ 6,000,000
Other expense \| Designated as Hedging Instrument \| Cash Flow Hedging \| LIBOR \| Interest Rate Swap, Three Month LIBOR, 2.5050%, 2
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments			$ 0	$ 300,000	$ 0