Changes observed in the current climate and projected for the future significantly concern researchers, decision-makers, and the general public. Climate indices of extreme rainfall events are a trend assessment tool to detect climate variability and change signals, which have an average reliability at least in the short term and given climatic inertia. This paper shows 12 climate indices of extreme rainfall events for annual and seasonal scales for 12 climate stations between 1969 to 2019 in the Metropolitan area of Cali (southwestern Colombia). The construction of the indices starts from daily rainfall time series, which although have between 0.5% and 5.4% of missing data, can affect the estimation of the indices. Here, we propose a methodology to complete missing data of the extreme event indices that model the peaks in the time series. This methodology uses an artificial neural network approach known as Non-Linear Principal Component Analysis (NLPCA). The approach reconstructs the time series by modulating the extreme values of the indices, a fundamental feature when evaluating extreme rainfall events in a region. The accuracy in the indices estimation shows values close to 1 in the Pearson's Correlation Coefficient and in the Bi-weighting Correlation. Moreover, values close to 0 in the percent bias and RMSE-observations standard deviation ratio. The database provided here is an essential input in future evaluation studies of extreme rainfall events in the Metropolitan area of Cali, the third most crucial urban conglomerate in Colombia with more than 3.9 million inhabitants.