Bitcoin Cryptocurrency Mastering Development

Is the intex db downloaded from peers or generated locally?

When the user start the Bitcoin client for the first time, it will download the whole blockchain.
But what about the block index (blkindex.dat in older versions) ?
Is it donwloaded from peers just like the blockchain or generated locally from the downloaded blockchain?
Then, does it depend upon the implementation (or version) or will the answer be the same for Bitcoin, Litecoin, or other random fork?
The version I talk about is an old fork that is still using blkindex.dat.

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