Undocumented Internet articles say that Julius Fucik composed the
song in 1897 as "Grande Marche Chromatique" but soon renamed it
"Entry of the Gladiators" or "Einzug der Gladiatoren".  The sub-title
"Thunder and Blazes" was possibly bestowed by Canadian bandmaster
Louis-Phillipe Laurendeau, in 1910 or 1911, when Lauendeau published
a new arrangement of the song.

A piano solo version published in 1915 bears the title "Einzug der
Gladiatoren - Marche Triomphale", which implies that Fucik intended
it to be played comparatively slowly.

References:
  http://pages.tias.com/1761/InventoryPage/1567072/1.html 
  http://www.militarymusic.com/200203.htm 
  http://bigtopbooks.com/gladiators.php 

Robbie Rhodes
Etiwanda, Calif.