Condensed Financial Statements of KCG Holdings, Inc. (parent only) - Statements of Cash Flows (Parent Only) (Details) (USD $)	12 Months Ended
	Dec. 31, 2014	Dec. 31, 2013	Dec. 31, 2012
Cash flows from operating activities
Net income	$ 61,102,000	$ 126,172,000	$ 16,151,000
Adjustments to reconcile income from continuing operations, net of tax to net cash provided by operating activities
Writedown and amortization of debt issuance costs	13,217,000	17,332,000	276,000
Amortization expense	35,592,000	19,211,000	5,518,000
Stock-based compensation	58,940,000	64,286,000	12,320,000
(Increase) decrease in operating assets
Subordinated loan receivable	14,468,000	(129,035,000)	(414,537,000)
Deferred tax asset	19,397,000	(103,499,000)	0
Other assets	(6,459,000)	25,785,000	1,332,000
(Decrease) increase in operating liabilities
Accrued compensation expense	(29,536,000)	24,441,000	(18,494,000)
Accrued expenses and other liabilities	(40,583,000)	(64,470,000)	(13,779,000)
Net cash provided by (used in) operating activities	242,524,000	141,204,000	(64,516,000)
Cash flows from investing activities
Net cash provided by investing activities	11,472,000	582,892,000	(46,501,000)
Cash flows from financing activities
Partial repayment of Credit Agreement	(235,000,000)	(300,000,000)	0
Repayment of notes payable	0	(15,000,000)	0
Payment of debt issuance costs	0	(34,592,000)	(1,375,000)
Issuance of equity to General Atlantic	0	55,000,000	0
Payment to former Knight Capital Group, Inc. stockholders	0	(720,000,000)	0
Repayment of Knight Convertible Notes		(257,700,000)
Funding of collateral account for Knight Convertible Notes	0	(117,259,000)	0
Payment out of collateral account for Knight Convertible Notes	0	117,259,000	0
Members' distributions	0	(21,002,000)	(37,061,000)
Cost of common stock repurchased	(111,585,000)	(11,324,000)	0
Net cash used in financing activities	(349,925,000)	(478,811,000)	(69,041,000)
Effect of exchange rate changes on cash and cash equivalents	416,000	1,365,000	0
Increase in cash and cash equivalents	(95,513,000)	246,650,000	(180,058,000)
Cash and cash equivalents at beginning of period	674,281,000	427,631,000	607,689,000
Cash and cash equivalents at end of period	578,768,000	674,281,000	427,631,000
Supplemental disclosure of cash flow information:
Cash paid for interest	76,003,000	56,227,000	8,084,000
Cash paid for income taxes	16,975,000	10,198,000	21,789,000
Parent Company [Member]
Cash flows from operating activities
Net income	61,102,000	126,172,000	16,151,000
Adjustments to reconcile income from continuing operations, net of tax to net cash provided by operating activities
Equity in earnings of subsidiaries	(122,206,000)	(123,155,000)	(6,999,000)
Writedown and amortization of debt issuance costs	12,548,000	16,931,000	52,000
Amortization expense	0	698,000	1,395,000
Stock-based compensation	16,997,000	0	0
(Increase) decrease in operating assets
Subordinated loan receivable	(30,000,000)	(250,000,000)	0
Receivable from subsidiaries	38,609,000	(67,523,000)	(97,375,000)
Deferred tax asset	(13,909,000)	(144,109,000)	0
Income taxes receivable	6,019,000	(90,000)	0
Other assets	(10,763,000)	(15,351,000)	31,031,000
(Decrease) increase in operating liabilities
Payable to subsidiaries	16,773,000	(2,024,000)	11,756,000
Accrued compensation expense	8,839,000	0	0
Accrued expenses and other liabilities	1,633,000	59,561,000	5,106,000
Net cash provided by (used in) operating activities	(14,358,000)	(398,890,000)	(38,883,000)
Cash flows from investing activities
Cash acquired upon acquisition of Knight Capital Group, Inc.	0	509,133,000	0
Cash received from sale of Urban Financial of America, LLC	0	85,406,000	0
Dividends received from subsidiaries	807,715,000	646,425,000	161,606,000
Capital contributions to subsidiaries	(397,089,000)	(238,909,000)	(70,794,000)
Net cash provided by investing activities	410,626,000	1,002,055,000	90,812,000
Cash flows from financing activities
Proceeds from issuance of Credit Agreement	0	535,000,000	0
Partial repayment of Credit Agreement	(235,000,000)	(300,000,000)	0
Proceeds from issuance of Senior Secured Notes	0	305,000,000	0
Repayment of notes payable	0	(15,000,000)	0
Payment of debt issuance costs	0	(34,592,000)	0
Issuance of equity to General Atlantic	0	55,000,000	0
Payment to former Knight Capital Group, Inc. stockholders	0	(720,000,000)	0
Repayment of Knight Convertible Notes	0	(257,741,000)	0
Funding of collateral account for Knight Convertible Notes	0	(117,259,000)	0
Payment out of collateral account for Knight Convertible Notes	0	117,259,000	0
Proceeds from stock issuance	0	0	12,320,000
Members' distributions	0	(21,002,000)	(62,234,000)
Cost of common stock repurchased	(111,585,000)	(11,324,000)	0
Net cash used in financing activities	(346,585,000)	(464,659,000)	(49,914,000)
Effect of exchange rate changes on cash and cash equivalents	0	0	0
Increase in cash and cash equivalents	49,683,000	138,506,000	2,015,000
Cash and cash equivalents at beginning of period	253,017,000	114,511,000	112,496,000
Cash and cash equivalents at end of period	302,700,000	253,017,000	114,511,000
Supplemental disclosure of cash flow information:
Cash paid for interest	28,426,000	26,239,000	1,116,000
Cash paid for income taxes	$ 15,456,000	$ 365,000	$ 0