The fast evolution of the World Wide Web has offered the possibility to publish a huge amount of linked documents. Each such document represents a valuable piece of information. Linked Data is the term used to describe a method of exposing and connecting such documents. Even if this method is still in an experimental phase, it is already hard to process all existing data sources and the most obvious solution is to try and index them. The study addresses questions on how to design an index that will be capable to operate with millions of such entries. It analyses the existing projects and describes an index that may fulfill the requirements. The prototype implementation and the provided test results offer additional information about the index structure and effectiveness.