Rubold, it's not only about downloading the files from the servers, the program needs to insert the data into your local database so that you could reuse them in future. This may take additional time and computer resources.
Ok, Fracsoft does it faster, but it does not allow you to do what Time Machine does, and for that functionality we need the market prices etc. stored in a local database (unlike Fracsoft which probably downloads it each time anew).
Once they are downloaded and stored, you will not have to do it again. That's about all I can advise, sorry.