This is what we found on Wikipedia regarding the West Indies:

The West Indies are an island subregion of the Americas, surrounded by the North Atlantic Ocean and the Caribbean Sea, which comprises 13 independent island countries and 18 dependencies in three archipelagos: the Greater Antilles, the Lesser Antilles, and the Lucayan Archipelago.

The subregion includes all the islands in the Antilles, in addition to The Bahamas and the Turks and Caicos Islands, which are in the North Atlantic Ocean. The term is often interchangeable with "Caribbean", although the latter may also include coastal regions of Central and South American mainland nations.