The cheapest good quality source I know of is Prestel City Feed, that comes in at £100 a year for a nightly EOD download.
It's the feed I use for AIQ.
Here's the link: http://www.finexprestel.com/pisoft.html
I use Prestel as well - the only annoyance is that their Indices feed doesn't have the S&P and only has Close data for other markets like the Dax and Dow. I have to download that data from Yahoo and import it.