There is no such thing as a single domestic "risk-free rate". At the very least, you need an investment horizon to be able to find the corresponding risk-free rate on a domestic interest rate curve. The curve itself is typically constructed out of an interpolation of government bond yields, which may or may not be "risk-free".
I don't have access to Datastream but Reuters codes tend to be similar across platforms.
For example, let's say you're looking at a 2-Year risk-free rate for the US and the Euro. Mnemonics will likely follow this pattern:
Where [cc] is the 2-digit country code [US and EU respectively].
[tt] the horizon, with M = Month and Y = Year. e.g. 3M, 2Y.
In the case in question you would be looking at pulling "US2YT=RR" and "EU2YT=RR". You will then need to pull a mid-yield for each of these tickers.
Bloomberg also provides a similar function.