The downloading of the price index of e.g. the S&P 500, AEX or FTSE 100 can be done with either Datastream or Bloomberg.
Apart from the way to get data, the most important differences are:
- Access: Getting data from Datastream is only possible at the Datateam pc’s in the Y03-17. Bloomberg terminals are available in Y03-18.
- Historic: Datastream contains stock indices from 1973 onwards. Bloomberg oldest equity index is from 1928.
- Identifiers: the identifiers are similar for both databases, however for bloomberg identifiers the type of security should be added so S&P 500 Index
- Update: Datastream with one day history and Bloomberg realtime.
These manuals explain how to download the price of an index. Are you looking for the stocks that make up the indices? These are called index constituents.