Measurements of the elliptic flow, $v_{2}$, of identified hadrons ($\pi^{\pm}$, $K^{\pm}$, $K_{s}^{0}$, $p$, $\bar{p}$, $\phi$, $\Lambda$, $\bar{\Lambda}$, $\Xi^{-}$, $\bar{\Xi}^{+}$, $\Omega^{-}$, $\bar{\Omega}^{+}$) in Au+Au collisions at $\sqrt{s_{NN}}=$ 7.7, 11.5, 19.6, 27, 39 and 62.4 GeV are presented. The measurements were done at mid-rapidity using the Time Projection Chamber and the Time-of-Flight detectors of the STAR experiment during the Beam Energy Scan program at RHIC. A significant difference in the $v_{2}$ values for particles and the corresponding anti-particles was observed at all transverse momenta for the first time. The difference increases with decreasing center-of-mass energy, $\sqrt{s_{NN}}$ (or increasing baryon chemical potential, $\mu_{B}$) and is larger for the baryons as compared to the mesons. This implies that particles and anti-particles are no longer consistent with the universal number-of-constituent quark (NCQ) scaling of $v_{2}$ that was observed at $\sqrt{s_{NN}}=$ 200 GeV. However, for the group of particles NCQ scaling at $(m_{T}-m_{0})/n_{q}>$ 0.4 GeV/$c^{2}$ is not violated within $\pm$10%. The $v_{2}$ values for $\phi$ mesons at 7.7 and 11.5 GeV are approximately two standard deviations from the trend defined by the other hadrons at the highest measured $p_{T}$ values.