The only backtesting data I'm interested in is minute by minute (minute aggregated) top of book (highest bid & lowest ask at minute bar close). The actual storage required would be little more than that for minute aggregated prices. I'm less concerned about download time than I am storage and pre-processing time per backtest. A backtesting desktop that permitted a one-time download and pre-processing step to provide me with that indicator (without pre-processing again everytime I want to do another backtest) would be great.
