Technical Screen

Merging K Timestamped Price Feeds into a Running Price in Technical Round 3

CitadelSoftware Engineer · Intern · Technical Screen · Sep 2026

Citadel SWE intern technical interview. The interviewer was from Citadel Securities. Problem description: You are given K data streams (feeds), and each feed is already sorted by timestamp in ascending order. Each event has two fields: a timestamp and a price delta. Requirement: merge the events from all the feeds in time order, and after processing each event, output the current cumulative absol…

Shared by a candidate · reported Sep 2026. Interview formats change; use it as a guide, not a script.