Update: for $14.50/mo (US Securities Snapshot for $10, US Equity and Option Add-On for $4.50) or $174/yr, Interactive Broker’s API seems to work well for trade (volume), bid, ask - there are other options I haven’t tested yet. It seems that you have to sign up for IBPro (IBLite for commission-free doesn’t allow for API access) either with fixed or tiered commissions. So, theoretically, that means better fills, but you’ll have to pay some commission.
On a daily basis, the exchanges are down 8h a day so you can grab 16h worth of h1 bars.