Sorry, just saw your last note re the indices. The ASX historical data site doesn't include any of the indices. However the AFR data sheets do have the indices.
The AFR data sheets can found at: http://www.copyright link/share-tables
This data is in csv text files. I load this information but it is not quite as easy to process and expecially the warrants and CFDs clutter things up but it does include the indices.
Good luck and just remember that while analysis is a very valuable tool, it can be over done and turn into paralysis by analysis.