The data is obtained from two main sources: the weather services and the GTS (Global Telecommunicaion System, the system used to exchange data to make weather forecasts). The latter is used to bring the series up-to-date, but is also notoriously unreliable, with many typos, misplaced decimal points, missing data etc. The majority of these errors are caught in the Quality Control, but some inevitably remain. The pure series do not include GTS data, the blended series do. The latter are therefore more up-to-date but less reliable.
The full ECA&D data can be obtained from their server. The data are updated daily there, the Climate Explorer makes a copy about once a month. The ECA&D server contains much more metadata than the Climate Explorer, which just tries to give a reasonable time series. These metadata indicate the averaging period (0-24 or 8-8 hours) and station relocations that could be associated with inhomogeneities.