It does download indices data prior to Oct 2012. Check Indices radio button.
Uncheck all others. However, names of indices are different.
S&PCNXNifty, 20120705, 5297.05, 5333.65, 5288.85, 5327.3, 118915392,
CNXNiftyJunior, 20120705, 10336.8, 10407.95, 10310.3, 10395.45, 82710860,
CNX100...