MySQL, or PostgreSQL would be an option for storing such data. Maybe also SQL Server Express or Compact but no idea if they have got space constraints or are really suitable for the job.
I'd go with MySQL because it's more optimized for speed and the stuff you'd like to do is fairly simple.
I suppose the tables could grow quite large but with today's hdds, it shouldn't be a problem.
If you get the data into some kind of csv format, you'd be able to load the data like
this into a MySQL db.
I think it would be tedious work if you cannot automate the export/import. Probably there's a way to this but none of the limited amount of trading software I know allows command line export of data.