Sorry. The only thing you can do is to find the original data and export it to a flat file, and then re-index it as desired. I don't think this is what you wanted, but AFAIK there is no way to transfer data from one index to another.
No this is not what i want or many want. This would be another hottest release for future splunk release with some more enhancement which i think is not at all good and requires so much effort for simple things.
Btw like always love to hear from you Guru's, Learn so much just from reading your comments