Hi ibra,
what I did was took a look at the (currently) 2 brokers I have available to use with Zorro: FXCM and IBFX. Both have several pairs for trading (about 27 on IBFX). However, with FXCM you have access to quality data for free through Zorro. Using the built-in script Download.c, you can configure Zorro to download the .bar history files to your local system.

Now that I have all that on my local system, I am able to design bots and then trade them on either platform.

You can do all downloading/design work without Zorro S. You can trade also with FXCM and the free Zorro. Trading on MT4 does require Zorro S or monthly subscription.