Add the generation of index files from the writer

See swift/swiftsim!1352 (merged) for more details.

• Update the example script in order to work with SPHENIX
• Add the missing Gil lock for the error message.
• The current version includes a few TODO related to future optimization (e.g. sorting). The code is already implemented in a way that will be easily upgraded.
• A huge bug was present in the reader. It was fixed with the i--.