On IB's platform the XJO is described as "Index SPI", but really there's no such thing as "the SPI index". There is the XJO which is the index or the 'cash' (which you can't trade), and there is the SPI which is the futures contract based on the XJO.
They obviously move similarly (but not exactly the same) during the time when the our market is open, but once our market is closed, the SPI follows the rest of the world markets trying predict where our market will open the next day - which is why most of the big moves on the SPI happen overnight, and generally why it's really quite a crappy instrument to trade.
When I was talking about a 'continuous' contract, I was referring to, for example, on eSignal, they have a symbol 'ES 1!' which in effect links together all the previous S&P emini contracts. This enables you to do some backtesting on more than just the current futures contract, and is quite different from doing backtesting on the index itself.
Cheers,
Baxter.