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Debt - Recorded Expenses with Respect to Long-term Debt (Details) (USD $)
12 Months Ended 6 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2013
Line of Credit Facility [Line Items]        
Interest expense $ 31,724,000us-gaap_InterestExpenseSubordinatedNotesAndDebentures $ 34,138,000us-gaap_InterestExpenseSubordinatedNotesAndDebentures $ 1,194,000us-gaap_InterestExpenseSubordinatedNotesAndDebentures  
Amortization of debt issuance cost 13,217,000us-gaap_AmortizationOfFinancingCosts [1] 16,832,000us-gaap_AmortizationOfFinancingCosts [1] 276,000us-gaap_AmortizationOfFinancingCosts [1]  
Commitment fee 1,575,000us-gaap_LineOfCreditFacilityCommitmentFeeAmount 792,000us-gaap_LineOfCreditFacilityCommitmentFeeAmount 1,034,000us-gaap_LineOfCreditFacilityCommitmentFeeAmount  
Total 46,516,000kcg_NotesRelatedExpenses 51,762,000kcg_NotesRelatedExpenses 2,504,000kcg_NotesRelatedExpenses  
Writedown of debt issuance costs 9,552,000us-gaap_WriteOffOfDeferredDebtIssuanceCost 13,209,000us-gaap_WriteOffOfDeferredDebtIssuanceCost 0us-gaap_WriteOffOfDeferredDebtIssuanceCost  
First Lien Credit Facility [Member]        
Line of Credit Facility [Line Items]        
Writedown of debt issuance costs       13,200,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
Jefferies Finance LLC and Goldman Sachs Bank USA [Member] | First Lien Credit Facility [Member]        
Line of Credit Facility [Line Items]        
Writedown of debt issuance costs 9,600,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
     
Early principal payments 235,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
300,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
  300,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
Writedown of Debt Issuance Costs [Member]        
Line of Credit Facility [Line Items]        
Writedown of debt issuance costs 9,600,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_IncomeStatementLocationAxis
= kcg_WritedownofdebtissuancecostsMember
13,200,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_IncomeStatementLocationAxis
= kcg_WritedownofdebtissuancecostsMember
   
Other Expense [Member]        
Line of Credit Facility [Line Items]        
Amortization of debt issuance cost $ 3,600,000us-gaap_AmortizationOfFinancingCosts
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_OtherExpenseMember
$ 3,600,000us-gaap_AmortizationOfFinancingCosts
/ us-gaap_IncomeStatementLocationAxis
= us-gaap_OtherExpenseMember
   
[1] Of the $13.2 million of amortization of debt issuance cost incurred during 2014, $9.6 million is included in Writedown of debt issuance costs and $3.6 million is in Other expenses. The writedown amounts were incurred as a result of the $235.0 million repayment of the First Lien Credit Facility made in 2014.