Data Structures, Algorithms, and Software Design

I notice when I look at the big name software companies in silicon valley they usually have one thing in common on job listings for software engineers and that is knowledge of data structures, algorithms, and software design.

I understand the software design knowledge requirement, but I'm trying to figure out how deep does a candidate need knowledge in data structures and algorithms.

Now, I have taught myself through a book( Data Structures and Algorithms in Java ) and learned about trees, list, stacks, queues, big O notation, recursion, etc..

I'm just kind of wondering if there is more out there that one should know.

I'm not trying to figure out this knowledge because I'm wanting to groom myself for one of these companies. It's more of a curiosity of not knowing what I don't know and trying to fill some missing links.