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  Why does my structural .CDX/.NSX seem to not open automatically?:

  Structural (auto-open) .CDX and .NSX indexes are automatically opened when
  the database to which they belong is opened.  The database is initially
  opened in record number order (ORDER set to 0), just as you would expect
  if an index has not been explicitly opened. To make one of the tags in the
  structural index file the active order, simply use the SET ORDER or SET
  TAG commands.