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Derivative Financial Instruments - Gain (Loss) Recognized (Details) (USD $)
In Thousands, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Derivative Instruments Not Designated as Hedging Instruments [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) $ 90,718us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
$ 253,761us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
$ 272,235us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Foreign Currency Futures Contracts [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 10,535us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeFutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
12,191us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeFutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
19,699us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeFutureMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Foreign Currency Forward Contracts [Member] | Investment Income and Other, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 526us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_InvestmentIncomeLossandOtherNetMember
0us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_InvestmentIncomeLossandOtherNetMember
0us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_InvestmentIncomeLossandOtherNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Equity Futures Contracts [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 25,247us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_EquityFutureContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
50,073us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_EquityFutureContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
76,089us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_EquityFutureContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Equity Swap Contracts [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 5,277us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquitySwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
11,736us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquitySwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
8,116us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquitySwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Listed Options [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) (37,439)us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ExchangeTradedOptionsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
[1] 37,035us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ExchangeTradedOptionsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
[1] 50,446us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ExchangeTradedOptionsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
[1]
Derivative Instruments Not Designated as Hedging Instruments [Member] | Fixed Income Futures Contracts [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 31,277us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_FixedIncomeFuturesContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
80,511us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_FixedIncomeFuturesContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
81,933us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= kcg_FixedIncomeFuturesContractsMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Not Designated as Hedging Instruments [Member] | Commodity Futures Contracts [Member] | Trading Revenues, Net [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments not designated as hedging instruments, Gain (Loss) 55,295us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
62,215us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
35,952us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_TradingRevenuesNetMember
Derivative Instruments Designated as Hedging Instruments [Member] | Foreign Currency Forward Contracts [Member] | Accumulated Other Comprehensive Income [Member]      
Derivative Instruments, Gain (Loss) [Line Items]      
Derivative instruments designated as hedging instruments $ 0us-gaap_DerivativeInstrumentsGainLossRecognizedInOtherComprehensiveIncomeEffectivePortionNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
$ (3,298)us-gaap_DerivativeInstrumentsGainLossRecognizedInOtherComprehensiveIncomeEffectivePortionNet
/ us-gaap_BalanceSheetLocationAxis
= us-gaap_AccumulatedOtherComprehensiveIncomeMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
$ 0us-gaap_DerivativeInstrumentsGainLossRecognizedInOtherComprehensiveIncomeEffectivePortionNet
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= us-gaap_AccumulatedOtherComprehensiveIncomeMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeForwardMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_DesignatedAsHedgingInstrumentMember
[1] 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 Trading revenues, net on the Company’s Consolidated Statements of Operations.