Maybe put the data feeds into frames on the page so the main page loads quickly and the frame data can load as it comes in. Then use a simple progress bar for each frame.

Progress bars are not an optimal solution to this. Many websites shoot for 3 seconds or less load time because a lot of people will not want to wait.

Another tactic might be to prefetch the data somehow as soon as the first page loads into a visitors browser and feed the data to the user before he asks for it. If he does not ask for it you will burn unneeded bandwidth preloading it, but something needs to be done to get load times down from 10 seconds to avoid losing users.