Hi All - The following indicies are available through QFeed. Note that you need to use the $ formulation (rather than the ^ of Yahoo) for these:
$ADR.X $BANKX $BBS.X $BIX.X $BKL.X $BKX.X $BTK.X $BTS.X $CMR.X $CSO.X $CYC.X $CYO.X $DGL.X $DRG.X $DRO.X $EUR.X $EUV.X $FVX.X $GJX $GKX $GNX $GPX $GTX $GVX $GYX $HCS.X $HHPA $HHPL $HKX.X $IDX $IIX.X $INDSX $INDU $INSRX $INX $IRX.X $IUX $IXCOX $IXF.X $IXTCX $JPN.X $JPV.X $LSX.X $LSY.X $MDO.X $MEX.X $MIA.X $MID.X $MIH.X $MMX $MSH.X $NCMPX $ND.X $NDX.X $NF.X $NHB.X $NNA.X $NYA.X $OET.X $OEX $OEX.X $OFINX $OGS.X $PSE.X $RLS.X $RLX.X $RRS.X $RUA.X $RUI.X $RUT.X $SET.X $SGX.X $SOX.X $SPL.X $SPQ.X $SPX.X $SPZ.X $SSX.X $SVX.X $SXV.X $TICK $TIKI $TNS.X $TNX.X $TOP.X $TRAN $TRANX $TRIN $TYS.X $TYX.X $UTIL $UTY.X $VIX.X $VXN.X $XAO.X $XAU.X $XBD.X $XBS.X $XCI.X $XIA.X $XIH.X $XII.X $XIO.X $XMA.X $XMH.X $XMI.X $XMO.X $XNG.X $XOI.X $XSV.X $XTC.X $XTV.X :MP :MPX CME:ICM CME:IHM COMEX:HHG COMEX:HHS KCBT:VAY KCBT:VGY TSE:TI100 TSE:TI200 TSE:TI300 TSE:TI35 TSE:TO100 TSE:TO200 TSE:TO300 TSE:TO35
The titles for these symbols can be found here: http://finance.lycos.com/home/misc/symbol_search.asp?options=i
Not all of the symbols on this page are available through QFeed - just the ones I listed above.
I tried 3600 bars of 5 minute data, but not all indicies have this much information available; however, other than that, I had no problems setting up a "QFeed Indicies" historical data source.
Perhaps this will be useful to some of you.