Thanks for the response. That is exactly what I thought was happening.
I suppose that my precise question is how do I run the research environment zipline backtester in minute mode? I was hoping that by posting that notebook that someone might be able to tell me what I'm missing.
Since I couldn't find a solution to that issue myself, I have been pursuing another route. I have been patching together my own development environment using Ipython notebooks for proofing my algo concepts. I don't need fundamental data for now and I'm using a limited selection of ETFs at this time. So, I've downloaded the minute data from IB. Then I wrote some code to massage the database to look similar to the Quantopian data format and timeframes. I've ported the algo that I am working with over and created a rudimentary simulated backtesting framework. I believe that I'm almost at a point where I can resume algo development. The advantages of this solution are that I can do proof of concept with minute mode data and utilize a debugger. My thought was that I could then adapt any prospective algo to the rigorous Quantopian IDE after rudimentary proof of concept to verify that it really works.
I'll bet that you are going to tell me that there is something really obvious that I'm missing which would allow me to run zipline in the research environment in minute mode. Can you point me in the right direction?