The index that's being complained about has as key columns (BIGINT, INT (or SMALLINT, TINYINT or BIT), DATE INT, INT). Double check the server, database, everything. It's not that uncommon for people to make that mistake. I've made it enough times.
Don't use sysindexes and sysobjects, they were deprecated 10 years ago.
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability