Thank you Novo. Is what I have done.
This array is filled from text files with different formats. For some formats the Vector is best and for others Index is best.
I have used Vector, adding a FindAdd() function.
template <class Range, class V>
void FindAdd(Range& r, const V& value, int from = 0)
{
for(int i = from; i < r.GetCount(); i++)
if(r[i] == value)
return;
r.Add(value);
}