Trading Order Book - My C++ Answer to an Employment Challenge from a Trading Firm
I applied to a proprietary trading firm located in Chicago. The firm requested that I write an order book in C++. They supplied the data that was input to the program. (Suprisingly, there was an error in the data they supplied.) That's okay, I'm just an applicant and they own and run the firm. I was given several hours to complete this C++ test.
There is no 'make' file (I submitted my work through their automated system).