I'd imagine there are quite a few inexpensive options from China, these header to header jumper wires are quite common and cheap on ebay. Maybe aliexpress is a better option for high volume.
I'm sure you can get the from a more reputable source, but something like a 5 pin single row male to female cable can be had extremely inexpensively. In my experience they've been durable enough for normal use between fixed boards. If you're looking for a large quantity maybe it's a good idea to get a sample from the manufacturer you're considering and see if they're built well enough for your application.