diff --git a/wcs_olap/feeder.py b/wcs_olap/feeder.py
index d832adc..1cc19c5 100644
--- a/wcs_olap/feeder.py
+++ b/wcs_olap/feeder.py
@@ -380,6 +380,7 @@ class WcsOlapFeeder(object):
 
     def do_dates_table(self):
         self.ex('CREATE TABLE IF NOT EXISTS public.dates (date date, day text, month text)')
+        self.ex('CREATE INDEX IF NOT EXISTS dates_index ON public.dates (date)')
         self.ex('SELECT MIN(date) FROM public.dates')
         max_date = self.cur.fetchone()[0]