MANAGED FUTURES INDEX SERIES, a series of The Frontier Fund POS AM Prospectus update (post-effective amendment)

Exhibit 23.5

CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

We consent to the use in this Post-Effective Amendment No. 1 to Registration Statement (No. 333-155800) on Form S-1 of The Frontier Fund of our report dated March 23, 2009 relating to our audits of the financial statements of Frontier Trading Company I LLC, Frontier Trading Company II LLC, Frontier Trading Company III LLC, Frontier Trading Company IV LLC, Frontier Trading Company V LLC, Frontier Trading Company VI LLC, Frontier Trading Company VII, LLC, Frontier Trading Company VIII, LLC, and Frontier Trading Company IX, LLC (collectively, the “Trading Companies”), appearing in the Prospectus, which is a part of such Registration Statement and to the reference to our firm under the captions “Independent Registered Public Accounting Firm” and “Experts” in such Prospectus.

/s/    McGladrey & Pullen, LLP

Denver, Colorado

January 15, 2010