Proper way to create unique_ptr that holds an allocated array

Use the array version :

auto testData = std::unique_ptr<unsigned char[]>{ new unsigned char[16000] };

Or with c++14, a better form ( VS2013 already has it ):

auto testData = std::make_unique<unsigned char[]>( 16000 );

Using the T[] specialisation:

std::unique_ptr<unsigned char[]> testData(new unsigned char[16000]());

Note that, in an ideal world, you would not have to explicitly use new to instantiate a unique_ptr, avoiding a potential exception safety pitfall. To this end, C++14 provides you with the std::make_unique function template. See this excellent GOTW for more details. The syntax is:

auto testData = std::make_unique<unsigned char[]>(16000);