Data warehouse systems service larger and larger sets of data. Effective data indexing is not sufficient, because one system node is unable to store such amount ofquickly flowing data. More and more common solutions use distribution of an indexing structure among several system nodes. Indexing structures presented in the following paper are based on a grid solution. Implemented structures assure good performance of every node, and their diversity allows adjusting to any data type. Proposed system offers effective data distribution and index management in grid environment. Additionally Software Agents used in Data Warehouse Grid , are presented.