The Eastern Counties Railway Company opened the southern part of our line, between Cambridge and Ely, on 28th July 1845; the first London - Ely timetable is here. The Lynn & Ely Railway Company opened the northern part, between King's Lynn and Downham Market, on 27th October 1846, and the remainder of the line on 25th October 1847, by which time it had merged with the Lynn & Dereham to form the East Anglian Railway Company.
We have contemporary newspaper reports of the opening ceremonies, courtesy of the Cambridgeshire Collection (use the "zoom in" facility on your PDF viewer). The 1845 opening is here, starting in the 4th column, while in the 3rd column is a report of the first general meeting of the Lynn and Ely company. For the 1847 opening we have reports in the Cambridge Independent Press, Cambridge Chronicle, Norfolk Chronicle pages 2 and 3, and Lynn Advertiser.