The first round was an online interview, which was the toughest part of the process. They gave a choice to take the interview in Java, C, C++, or C#. Once you clear the online test, the rest is straightforward. A little preparation can go a long way. I found this site very helpful in preparing for the onsite and phone interviews: http://www.careercup.com/page?pid=bloomberg-lp-interview-questions. Most of the questions asked were standard programming interview type questions, with interviewers asking some probing questions based on your answers/solutions, trying to assess how you think/reason.

From my experience, practicing/preparing such programming interview type questions helps a lot! It is otherwise difficult to think of solutions.

Try not to get stressed out during the main technical round where 2-3 interviewers will collectively interview you. Even if you don't come up with a 100% right answer, if you can think reasonably well and use your logical abilities, you should be able to clear.

Most of their work is in C/C++, though if you have concepts clear with any other language (like Java), it wouldn't matter.

I also had an HR interview in the end, with standard questions like "Why Bloomberg?", "Where do I see myself in the next 5 years?", and "Why would you be a good fit for Bloomberg?". I believe the technical interview was much more important for Bloomberg in their hiring criteria. The HR interview was more of a formality.

Work culture: fast-paced, busy. People work long hours in the office daily, with a focus on face time. People: okay. They didn't have much time for niceties or socializing, as they were busy people. They didn't go out of their way to make you feel welcome or at home. Good compensation and benefits.

Something related to data structures:

What would be the ideal data structure if you wanted to store millions of stock feeds and retrieve them very fast based on the time when the feeds came?

Simple function to add two numbers:

Try to think of all possible ways to debug it.