dump valgrind data

Have a look at the client requests feature of memcheck. You can probably use VALGRIND_DO_LEAK_CHECK or similar.

EDIT:

In response to the statement above that this doesn't work. Here is an example program which loops forever:

#include <valgrind/memcheck.h>
#include <unistd.h>
#include <cstdlib>

int main(int argc, char* argv[])
{

  while(true) {
    char* leaked = new char[1];
    VALGRIND_DO_LEAK_CHECK;
    sleep(1);
  }

  return EXIT_SUCCESS;
}

When I run this in valgrind, I get an endless output of new leaks:

$ valgrind ./a.out
==16082== Memcheck, a memory error detector
==16082== Copyright (C) 2002-2011, and GNU GPL'd, by Julian Seward et al.
==16082== Using Valgrind-3.7.0 and LibVEX; rerun with -h for copyright info
==16082== Command: ./a.out
==16082== 
==16082== LEAK SUMMARY:
==16082==    definitely lost: 0 bytes in 0 blocks
==16082==    indirectly lost: 0 bytes in 0 blocks
==16082==      possibly lost: 0 bytes in 0 blocks
==16082==    still reachable: 1 bytes in 1 blocks
==16082==         suppressed: 0 bytes in 0 blocks
==16082== Reachable blocks (those to which a pointer was found) are not shown.
==16082== To see them, rerun with: --leak-check=full --show-reachable=yes
==16082== 
==16082== 1 bytes in 1 blocks are definitely lost in loss record 2 of 2
==16082==    at 0x4C2BF77: operator new[](unsigned long) (in /usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==16082==    by 0x4007EE: main (testme.cc:9)
==16082== 
==16082== LEAK SUMMARY:
==16082==    definitely lost: 1 bytes in 1 blocks
==16082==    indirectly lost: 0 bytes in 0 blocks
==16082==      possibly lost: 0 bytes in 0 blocks
==16082==    still reachable: 1 bytes in 1 blocks
==16082==         suppressed: 0 bytes in 0 blocks
==16082== Reachable blocks (those to which a pointer was found) are not shown.
==16082== To see them, rerun with: --leak-check=full --show-reachable=yes
==16082== 
==16082== 2 bytes in 2 blocks are definitely lost in loss record 2 of 2
==16082==    at 0x4C2BF77: operator new[](unsigned long) (in /usr/lib/valgrind/vgpreload_memcheck-amd64-linux.so)
==16082==    by 0x4007EE: main (testme.cc:9)
==16082== 
==16082== LEAK SUMMARY:
==16082==    definitely lost: 2 bytes in 2 blocks
==16082==    indirectly lost: 0 bytes in 0 blocks
==16082==      possibly lost: 0 bytes in 0 blocks
==16082==    still reachable: 1 bytes in 1 blocks
==16082==         suppressed: 0 bytes in 0 blocks
==16082== Reachable blocks (those to which a pointer was found) are not shown.
==16082== To see them, rerun with: --leak-check=full --show-reachable=yes

The program does not terminate.

with valgrind 3.7.0, you can trigger (a.o.) leak search from the shell, using vgdb.

See e.g. http://www.valgrind.org/docs/manual/mc-manual.html#mc-manual.monitor-commands (you can do these monitor commands from gdb or from a shell command line, using vgdb).