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My current project requires large amounts of historical and real-time market data (1m or 5m bars for various products, mostly US futures for as far back as available). This data will be analyzed by software, so accessing the data through the internet for each price is not going to cut it, we need local data for speed.

There are many online data sources, but do any offer downloading of consolidated data rather than requiring a separate request for each price? Also, are there any recommendations for one to use in conjunction with Interactive Brokers?

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Heres a related link that has some links to different sites with api's What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

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IQfeed together with QCollector gives you 1-min historical bars back to mid-2007 for the entire US market (equities, indexes, futures, forex).

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