I'd also suggest getting fundamental data for the equities, so your customers have more than just hi/lo/open/close/volume for their strategies. You'll find that making sure none of this fundamental data is snooped is hard. (i.e. making sure the data isn't revised back in time, so it is as it would appear on a given date). That messiness is your good value add if you can get it right. Also, please encourage out of sample testing using some form of cross validation.