RBI has its vast data which is very useful for research students. It has historical index details for people who need that as well. Most other things which may be of interest are historical cpi, wpi, bond rates, psu bonds, g-secs etc.
for historical sensex/bse100/nifty/etc prices
http://dbie.rbi.org.in/InfoViewApp/listing/headerPlus.do?lastPage=home
select ad hoc query
by subject
financial market
capital market
equity market indexes daily
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