I'm looking for a service that will provide extensive historical stock
data.  Money is not that much of an issue.  I'm looking for a quality
service that will provide both historical and current data.  Some of
the data I'm looking for is:
EPS (after-taxes)
one-time charges
estimated EPS
concensus earnings estimates both historical and projected
sales
after-tax profit margins
stock industry groups
Return-on-equity
cash flow per share
earnings stability
pe ratio
float
employee/management ownership percentage
stock splits
company description
company buy-backs
debt-to-equity ratio
does company have convertible bonds?
volume
number of institutional investors
IBD's relative price strength
IBD's sponsorship rating
IBD's pivot buy points

mediatek01

If with "extensive historical stock data" you mean historical quotes,
than you'll find everything you're looking for (except the IBD stats)
on http://finance.yahoo.com, for free. For the IBD's, I think the only
way is to get an IBD subscription.

But if you need to know EVERYTHING and money is really not an issue,
then get a Bloomberg Professional terminal
(http://about.bloomberg.com/about/professional/index.html). In my
knowledge, there is nothing more complete than that.

I hope this helps!

I'm sorry but I was not clear.  I want to be able to download the data
to my pc on a daily basis.
mediatek01

With a Bloomberg professional system you can download everything on
excel. I download everyday thousands of data using macros for my
models.

Hi jiiins,
I went to Bloomberg's web-site and they weren't clear on what type of
data or how much it costs.  Do you have any info regarding this. 
Please post your comment as an answer and I will gladly pay you the
20.00 dollars.
Thanks,
mediatek01

A Bloomberg terminal costs around $7000 for a one-year licence and a
dedicated terminal.  Data download is at zero cost and they provide
lots of free training and a very responsive support/query serive.  You
could probably get yourself a 3-month free trial if you pursuade then
you're professinal/seriously interested - that's what I did!