What I know about trading and technical indicators is that you aggregate based on your trading strategy. Some do 6 hour candles and some 6 week candles pick your poison.
I was really suggesting aggregating across brokers/exchanges for each candle/tick, the upside for people being that maybe their technical analyses would be assisted somehow, the downside that the effective spreads would be much widened. It's more of an idea I'm putting out there for people, which may be useless or not I guess. As I say, I don't use technical analysis myself and I likely never will.