Being on both sides of the table; here are my thoughts on preparing for the programming questions in a data science interview:
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You have to have a good understanding of API’s and crawlers; for pulling out data from websites or by crawling the internet. (These questions may or may not be asked by all the companies).
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Writing SQL queries. The difficulty would depend on your level of expertise.
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I have a data-set with me on my database; pull the relevant data from it and perform ridge regression on the same. (Try to make it automated; or like a pipeline).
And questions which include writing methods for implementing various data science algorithms and statistical techniques would be asked.