Fair Value of Financial Instruments - Fair Value of Derivative Instruments Gain Loss Recognized (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended				6 Months Ended
	Jun. 30, 2013		Jun. 30, 2012		Jun. 30, 2013		Jun. 30, 2012
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Net trading revenue	$ 176,499	[1]	$ 96,222	[1]	$ 325,337	[1]	$ 249,356	[1]
Derivative instruments not designated as hedging instruments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Derivative instruments not designated as hedging instruments, Gain (Loss)	(13,217)		10,184		(20,819)		(5,605)
Derivative instruments not designated as hedging instruments [Member] | Purchased call options [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investment income and other, net	0		(4,315)		(237)		(9,531)
Derivative instruments not designated as hedging instruments [Member] | Listed equity options [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Net trading revenue	(13,217)	[2]	9,784	[2]	(20,970)	[2]	(5,802)	[2]
Derivative instruments not designated as hedging instruments [Member] | Embedded conversion derivative [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investment income and other, net	0		4,315		237		9,531
Derivative instruments not designated as hedging instruments [Member] | Foreign currency forward contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Investment income and other, net	0		400		151		197
Derivative instruments designated as hedging instruments [Member] | Foreign currency forward contracts [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Accumulated other comprehensive income (loss)	$ (546)		$ 2,208		$ 5,795		$ (1,120)

[1] See Explanatory Note - All financial information is of Knight Capital Group, Inc. As of July 1, 2013, Knight Capital Group, Inc., became a wholly-owned subsidiary of KCG

[2] Realized gains and losses on listed equity options relate to the Company’s market making activities in such options. Such market making activities also comprise trading in the underlying equity securities with gains and losses on such securities generally offsetting the gains and losses reported in this table. Gains and losses on such equity securities are also included in Net trading revenue on the Company’s Consolidated Statements of Operations