Hi:
I have built a new tool that makes it easy to get multi-stock time series.
http://wikiposit.org/stockbuild
You select as many names as you want and then you can download a data set of daily, weekly, monthly, quarterly or annual closing prices for all the stocks in one clean data...
My site has daily NKY 225 index data from 1984:
http://wikiposit.com/uid?STOCKINDEX.N225
It also has daily NKY 225 index future data from 1990:
http://wikiposit.com/w?filter=Finance/Futures/Indices/Nikkei%20225/
hope this is helpful.