Sampling rate understanding for ADC requirement
In order to capture all the information you need to sample at at least twice the highest frequency component in the input signal. 

If you do a PSD plot of the input you'll see that there is significant power at higher than 400kHz. You might have to sample at 8MHz to get most of it. 

Also, generally you will want to precede the ADC with an ANALOG low pass filter to prevent higher frequency components from being aliased. They don't automatically just disappear, they can, depending on the type of ADC, get folded down. 

Since it's impractical to make an infinitely sharp filter you will have to sample at more than double the highest frequency component. The higher your sample rate, the less complex the filter can be, all other things being equal. You can digitally filter and decimate the resulting data down to a lower sample rate once you have it in digital form, but it must be captured at a sufficient sample rate and without aliasing to begin with or it is irretrievably corrupted.