Feeding the cocktail hour entertainment

I'm thinking about having a band perform during the cocktail hour only. I would have a DJ for the reception. Does anyone know whether I have to feed the band members? If so, can they eat the food from the cocktail hour or do I have to make room for them during the sit down dinner? I love the idea of a band but feeding an additional 5 - 10 people on top of their fee is not very appealing. Has anyone done this? I'd love to hear your thoughts.