Screener

If you have no interest in massaging the parameters, look at the screens available at stockcharts.com. They're unusually complete.
 
I used to subscribe to quotes plus 2 where you can write your own scans. Don't know if it still exists but you could write some great scans with it. Now whether or not the scans work is another question. I couldn't make any money with it.
 
I know there are many vendors that use Realtick's datafeed. Or if you're savy with excel you can use excel with Realtick to manipulate the data.
 
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