I don't see as much entries here for Data Engineer (DE) roles as Software Engineers so posting this to hopefully get things going.
Recently completed the facebook assessment for a position in EMEA. Had an initial discussion with DE technical recruiter who explained the role and the process in detail. The recruiter asked simple true/false or one word answer type of questions for SQL and general programming similar to what others have already posted.
Proceeded to the 1 hour long screen with a Facebook DE. Started the interview with the SQL part. Given the schema for 4 tables: products, sales, product_class, promotions (see Glassdoor). I was asked the usual questions based on these tables. Products that are low fat and recyclable, top 5 with promotion, percentage of sales on first and last day of promotion, ratio of sales with valid and non-valid promotion. The questions are simple the only issue is the time. Note that the schema is for a postgresql table and there's no option to switch DB engines so practice Postgres syntax. I was able to solve 4 SQL questions before moving on to the coding part.
The coding questions are simple too. Practicing easy leetcode questions should suffice. I was able to answer 4 coding questions, there was still time left for a 5th but the interviewer just asked me to explain how I would solve it and not bother with the implementation. So in all, I answered 5 coding questions: Count occurence of a character in a string, fill missing none values, find key with nth highest value, uncommon words in two strings and find numbers that will make an array balanced. The coding questions are simple enough, just need to watch out for the edge cases in the tests.
If in doubt about anything, ask your interviewer to clarify the question.