Updating indices vs. needing a new one every run

Does pinecone support updating the index or do you need a new index every time? And if indexing is needed every time, how fast is the indexing lets say for couple millions of documents

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Pinecone supports live index updates, you do not need to create a new index every time. We also have a new gRPC flavor of the Pinecone Python client that allows us to upload ~5000 vectors / second. A few million vectors can therefore be uploaded in a few minutes. The non-gRPC version of the client can upload ~500 vectors / second.
If you have billing activated, there are other options for uploading data and you can get in touch with support for that.