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Using index with TCSVDataSet


My program have to scan a directory structure for XML-files, extract some data from them and fill them into the table or DB for user search. Customer asked for "something very simple" and I decided to use TCSVDataSet.
Soon I discovered that indexes can be created for it. What I can't understand - where they are stored? And do they?
When TCSVDataSet is closed, data is stored in CSV-file, but there is no index file created. Is index lost when TCSVDataSet is closed?

Some light on this was shed here:


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