Hi Jennifer, if you were running the request for 1-31 May several times (when only 005 data available), then you will get the same data back from the cache each time - even if the 001 data are in the archive. Changing your request slightly (e.g 2-31 May) means the data are re-extracted from the archive, so you get the 001 data for this request.
See How to avoid the CDS cache issue for a workaround and more details,
HTH