Available here
Indices- Daily Reports (from the Daily Snapshot link)
-http://nseindia.com/content/indices/ind_close_all_18032013.csv (for 18-03-2013)
Also available from this page
Historical Index Data
The csv link format is as follows (for 18-03-2013)
-http://nseindia.com/content/indices/histdata/CNX%2010018-03-2013-18-03-2013.csv
-http://nseindia.com/content/indices/histdata/CNX%20SMALLCAP18-03-2013-18-03-2013.csv
-http://nseindia.com/content/indices/histdata/CNX%20BANK18-03-2013-18-03-2013.csv
etc.
(The From, To dates part will off-course have to be according to user selection)
Think the 1st one in http://nseindia.com/content/indices/ind_close_all_<ddmmyyyy>.csv form should suffice.
Hope Volume (shares traded) is being provided & not Turnover.