Deferred Gain (Loss) On Terminated Cash Flow Hedge

No definition available.

Name:	esrt_DeferredGainLossOnTerminatedCashFlowHedge
Namespace Prefix:	esrt_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Derivative Liability, Notional Amount, Terminated Amount

+ References

No definition available.

+ Details

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

Estimated period for the anticipated transfer of gain (loss), net, from accumulated other comprehensive income into earnings, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeInstrumentsGainLossReclassificationFromAccumulatedOCIToIncomeEstimateOfTimeToTransfer1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Definition

The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

+ References

No definition available.

+ Details

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

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

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
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_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember
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_TwoInterestRateSwapsThreeMonthLIBOR2.5050Member
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 - Terms of Agreements and Fair Value (Details) - USD ($)	12 Months Ended
	Dec. 31, 2017	Dec. 31, 2016	Dec. 31, 2015	Mar. 31, 2017
Derivatives, Fair Value [Line Items]
Reclassification into earnings as an increase to interest expense	$ 1,500,000
Term of reclassification	10 years
Loss from derivative financial instruments	$ 289,000	$ 0	$ 0
Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Asset	0	614,000
Liability	(436,000)	(5,591,000)
Interest Rate Swap, One Month LIBOR, 2.1485% [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 265,000,000
Pay Rate	2.1485%
Asset	$ 0	0
Liability	(436,000)	(1,634,000)
Interest Rate Swap, Three Month LIBOR, 2.5050% [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000
Pay Rate	2.505%
Asset	$ 0	0
Liability	0	(684,000)
Interest Rate Swap, Three Month LIBOR, 2.5050%, 2 [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 80,000,000			$ 100,000,000.0
Pay Rate	2.505%
Asset	$ 0	0
Liability	0	(685,000)
Notional amount, terminated				$ 20,000,000
Interest Rate Swap, Three Month LIBOR, 2.4860% [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000
Pay Rate	2.486%
Asset	$ 0	224,000
Liability	0	0
Interest Rate Swap, Three Month LIBOR, 2.4860%, 2 [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 100,000,000
Pay Rate	2.486%
Asset	$ 0	223,000
Liability	0	0
Interest Rate Swap, Three Month LIBOR, 2.4860%, 3 [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000
Pay Rate	2.486%
Asset	$ 0	167,000
Liability	0	0
Interest Rate Swap, Three Month LIBOR, 2.7620% [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000
Pay Rate	2.762%
Asset	$ 0	0
Liability	0	(1,295,000)
Interest Rate Swap, Three Month LIBOR, 2.7620%, 2 [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Notional Amount	$ 75,000,000
Pay Rate	2.762%
Asset	$ 0	0
Liability	0	(1,293,000)
Two Interest Rate Swaps, Three Month LIBOR, 2.5050% [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Deferred losses on terminated hedges	15,100,000
Other Nonoperating Income (Expense) [Member] \| Interest Rate Swap, Three Month LIBOR, 2.5050%, 2 [Member] \| Cash Flow Hedging [Member] \| Designated as Hedging Instrument [Member] \| LIBOR [Member]
Derivatives, Fair Value [Line Items]
Loss from derivative financial instruments	$ 300,000	$ 0	$ 0