I have a DVR 1016 and running on Windows XP Embedded. My issue is that I cannot playback on a particular date cause of the index files missing. May I know is there anyway to recover the index files or playback the recording without the index files.

I would suggest starting with a data recovery program, however this probably wont work, the only other way would be to rebuild the MFT (Master File Table) with the index record, however the cost would outweigh the gain most likely, last time we did this it was to the tune of like $3000.

I had run the file deleted recovery software and could not found the index files had deleted. But how come the index file is not generated during the recording process.

It is, you have to understand how the file system works, this is probably an embedded linux system which is using an EXT3 file system. If it is a Windows system using NTFS then the index file is stored in the MFT (Master File Table) thus why you can't see it on the drive, you need special software and skills to access the MFT and not ruin your operating system.