When you create an index on one shard (connecting directly to its primary), other shards will eventually create the same index.
It seems that it takes between 10 to 24 hours to propagate.
I have reproduced this behavior on two distinct clusters.
Is this an expected behavior ?
I think this is not good because you might want to control when index are created on each shard (because this blocking the secondaries, even you use the background option).
I have arlready created a bug track : https://jira.mongodb.org/browse/SERVER-7469
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