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Why aren't spatial indexes automatically calculated on the feature classes created with ArcGIS Desktop 9.2 and 9.3?
Automatic calculation of the spatial index is a functionality that became available beginning with version 9.2 geodatabases. If the spatial index grid is not being calculated automatically when a new dataset is created, the dataset was likely created in an earlier release of an ArcSDE geodatabase.
In general, maintain client and server applications at the same version. If this is not possible, a newer client application can connect to and use older versions of ArcSDE geodatabases.
Be aware, though, that functionality is limited to what was present in the older ArcSDE geodatabase release.
Always check the compatibility matrix on the ESRI support site to see if your client/server combination is supported. See the link in the Related Information section.