SQL Server has a concept of “missing indexes”. And no, it’s not referring to an index that used to be there but has now disappeared. Rather, the missing index concept is designed to help us improve the performance of our database.
A missing index is an index that doesn’t yet exist on your table but probably should. SQL Server actually tracks queries that would benefit from indexes and stores suggestions in a set of dynamic management views (DMVs) called the missing index DMVs.
When you run a query and the optimizer thinks that this would be way faster with an index on those columns, it logs that suggestion. Over time, these suggestions accumulate, giving you a prioritized list of indexes that could improve your database’s performance.