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Investments - Additional Information (Details) (USD $)
12 Months Ended 3 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Mar. 31, 2014
Sep. 30, 2014
Schedule of Equity Method Investments [Line Items]          
Proceeds and distributions from investments $ 58,660,000us-gaap_ProceedsFromOtherEquity $ 3,251,000us-gaap_ProceedsFromOtherEquity $ 72,196,000us-gaap_ProceedsFromOtherEquity    
Investment income and other, net 41,232,000us-gaap_InvestmentIncomeNet 124,095,000us-gaap_InvestmentIncomeNet 27,010,000us-gaap_InvestmentIncomeNet    
BATS [Member]          
Schedule of Equity Method Investments [Line Items]          
Percentage of equity in common stock of private companies cover under strategic investment 16.70%us-gaap_EquityMethodInvestmentOwnershipPercentage
/ us-gaap_BusinessAcquisitionAxis
= kcg_BATSGlobalMarketsMember
       
Percentage of voting interest held 19.90%kcg_EquityMethodInvestmentPercentageofVotingInterestHeld
/ us-gaap_BusinessAcquisitionAxis
= kcg_BATSGlobalMarketsMember
       
BATS and DE [Member]          
Schedule of Equity Method Investments [Line Items]          
Proceeds and distributions from investments 42,200,000us-gaap_ProceedsFromOtherEquity
/ us-gaap_BusinessAcquisitionAxis
= kcg_BATSGlobalMarketsandDirectEdgeHoldingsLLCMember
       
Merger related transaction costs       6,600,000us-gaap_BusinessAcquisitionCostOfAcquiredEntityTransactionCosts
/ us-gaap_BusinessAcquisitionAxis
= kcg_BATSGlobalMarketsandDirectEdgeHoldingsLLCMember
 
BATS and DE [Member] | Investment Income and Other, Net [Member]          
Schedule of Equity Method Investments [Line Items]          
Investment income and other, net       9,600,000us-gaap_InvestmentIncomeNet
/ us-gaap_BusinessAcquisitionAxis
= kcg_BATSGlobalMarketsandDirectEdgeHoldingsLLCMember
/ us-gaap_IncomeStatementLocationAxis
= kcg_InvestmentIncomeLossandOtherNetMember
 
DE [Member]          
Schedule of Equity Method Investments [Line Items]          
Investment income and other, net       16,200,000us-gaap_InvestmentIncomeNet
/ us-gaap_BusinessAcquisitionAxis
= kcg_DirectEdgeHoldingsLLCMember
 
tradeMonster [Member] | Investment Income and Other, Net [Member]          
Schedule of Equity Method Investments [Line Items]          
Investment income and other, net         15,100,000us-gaap_InvestmentIncomeNet
/ us-gaap_BusinessAcquisitionAxis
= kcg_TradeMonsterGroupInc.Member
/ us-gaap_IncomeStatementLocationAxis
= kcg_InvestmentIncomeLossandOtherNetMember
TM Holdings [Member]          
Schedule of Equity Method Investments [Line Items]          
Investment income and other, net         $ 17,600,000us-gaap_InvestmentIncomeNet
/ us-gaap_BusinessAcquisitionAxis
= kcg_TMHoldingsMember