In this paper, we propose a connected-index approach to construct efficient finite-length arithmetic codes by splitting the information of the last nonfitting symbol into the current and subsequent codewords. The proposed arithmetic codes, which limit the error propagation in about one block, require neither a post-appended end-of-block symbol, nor pre-affixed side-information, to characterize the number of encoded symbols. Hence, the proposed finite-length arithmetic codes can nearly achieve the coding efficiency attained by infinite-length arithmetic codes. With high coding efficiency, limited error-propagation, and the regular process, the proposed coding approach is suitable for information exchange with small packets in modern high-speed network systems.