I applied through a recruiter. The process took 1 day. I interviewed at Knight Capital in Oct 2010
Interview
The phone interviewer started with questions on my work experience, followed by two coding questions. The total phone interview was about an hour. The interviewer introduced the job and company, and answered my questions. The interviewer was professional and courteous, and the overall experience was positive.
Interview questions [2]
Question 1
Shuffle an integer array with worst-case polynomial time