I think having some degree of intra day data would be a game changer.
You know how much can happen during the course of a single day that will be missed if you need to wait until the day is over.
If there were someway to run everything exactly the same as it currently is but add the ability to do it 15, 30, 60 minute etc. time frames, there is so much more that can be uncovered.
Maybe that many intra day time frames could be too much of a challenge to develop. But , at the very least , just having one would make a huge difference.