Getco HFT C++ coding challenge and solution

Getco gave me this programming exercise [1] back in 2009 when I applied for a C++ dev role. Since it was 8 years ago, and Getco no longer exists, I figure it's fair to share. It was an interesting problem based on CPU cache performance. The Github repo has my win32 C++ solution.

[1] https://github.com/osullivj/getco