When you request Credit Default Swaps-data from Datastream (Data category: Bond Indices & CDS) you can choose between two sources: CMA and Thomson Reuters CDS. The contract between Datastream and CMA changed in 2010: from october 1, 2010 clients need a CMA licence to be able to download this data. The EUR doesn’t have this licence, so we can’t access the data from this date. The history is still available, which means that the last available date is september 30, 2010.
The alternative for recent data is to restrict to data from Thomson Reuters CDS. You can check the source in the Datastream Navigator, it’s in the column ‘Source’. In the search criteria you can also limit by source.
Bloomberg is no alternative: we are not allowed to download data from CMA, because we don’t have a CMA licence.