Does such a player exist?

Audio Aero Capitole should fit you needs. It does do balanced analog outputs. It also accepts toslink(satellite), coax(DVD player) and the latest version has an analog passthru for a tuner. The DAC is really good. I also bi-amp it into two rooms with RCA and XLR. It also has really good volumn control.

Older Accuphase CDP's should fit your requirements.

Good luck!

You might consider the MSB CD Stations. They have every features you've specified.

ooooooh yes!

Wadia 301
Wadia 302
Wadia 850
Wadia 830
Wadia 860x

just search the for sale items at this red-hot moment & you'll find all of the above models for sale for less than 5K.
The 850 & 860 & I think the 8XX series are all fully balanced digital designs. They use 4 DACs - 2/channel.
They have a 50dB volume control with 0.5dB/step. So, 100 steps in the volume control.
Redbook & CD-Rs only. I'm afraid that it does not decoded HDCD format.

I had thought about the Wadias too; the only caveat is that I think the digital inputs were optional on at least some those units, so you should check with the sellers before buying in that case.

Balanced digital input = AES/EBU. Why is this a requirement?

Resolution Audio Opus 21 has all of your requirements, except no balanced digital input. It has a coax input for connecting an external digital device, it has single ended and balanced outputs and it also has volume control.

This is a very good player for the price, especially used.

Enjoy,

TIC

Dan: I already know that the sound of my Alesis MasterLink recorder can be improved with outboard decoding, and as a pro machine it has balanced digital outputs, which currently feed my Theta. Experimentation with the Theta combo years ago showed that a balanced digital connection can offer better sound than S/PDIF (the same also goes for using its balanced analog outputs to feed my balanced preamp), and to me it seems only logical that any DAC with a balanced internal digital architecture and balanced analog outputs also ought to be equipped with a balanced digital input, whether it's a standalone DAC or a disk-player that doubles as one.

Bombaywalla and Russ: Good idea, since Wadia has apparently replaced the 800-series with the similar-looking but SACD-capable 500-series -- maybe there'll be some nice used opportunities with the former. I personally have little interest in SACD, not enough available program material that I want to make it worth my while (same deal with HDCD).

Thanks everyone for the other suggestions. The AA player is a top-loader, with a tubed output stage, both of which I should have said I'm not looking for. The MSB is twice my budget and probably not possible to find used at this time (also the one occassion I brought in another DAC was a Gold Link/P1000, the sound of which I didn't prefer over the older Theta). The Accuphases and Resolution Audio I don't know a lot about, I'll have to research those. I also thought I might like to check out a Meridian, but their affordable players seem not to have digital inputs at all.

The Krell 30i and 20il

Ljgj: Thanks for the suggestions, I checked out the manuals for the KPS-20i and 30i at the Krell online archive, they do look like interesting machines with a definite player/processor mission. Unfortunately, I think my dream of saving a maximum amount of shelf space likely dictates a front-loading player. If you're personally experienced with one of these models, can you tell me how much shelf-to-shelf clearance is needed to place them within a rack?