when i want to merge .vcf file happen this error:The sequence "chr1" not defined in the header: chr1.recode.vcf (Quick workaround: index the file.)

[miss-Rita]

$ bcftools concat -O v -o varscan.indel_merged.vcf chr1.recode.vcf chr2.recode.vcf chr3.recode.vcf chr4.recode.vcf chr5.recode.vcf chr6.recode.vcf chr7.recode.vcf chr8.recode.vcf chr9.recode.vcf chr10.recode.vcf chr11.recode.vcf chr12.recode.vcf chr13.recode.vcf chr14.recode.vcf chr15.recode.vcf chr16.recode.vcf chr17.recode.vcf chr18.recode.vcf chr19.recode.vcf chr20.recode.vcf chr21.recode.vcf chr22.recode.vcf chrX.recode.vcf
The sequence "chr1" not defined in the header: chr1.recode.vcf
(Quick workaround: index the file.)
this my chr1.recode.vcf
##fileformat=VCFv4.1
##source=VarScan2
##INFO=<ID=ADP,Number=1,Type=Integer,Description="Average per-sample depth of bases with Phred score >= 15">
##INFO=<ID=WT,Number=1,Type=Integer,Description="Number of samples called reference (wild-type)">
##INFO=<ID=HET,Number=1,Type=Integer,Description="Number of samples called heterozygous-variant">
##INFO=<ID=HOM,Number=1,Type=Integer,Description="Number of samples called homozygous-variant">
##INFO=<ID=NC,Number=1,Type=Integer,Description="Number of samples not called">
##FILTER=<ID=str10,Description="Less than 10% or more than 90% of variant supporting reads on one strand">
##FILTER=<ID=indelError,Description="Likely artifact due to indel reads at this position">
##FORMAT=<ID=GT,Number=1,Type=String,Description="Genotype">
##FORMAT=<ID=GQ,Number=1,Type=Integer,Description="Genotype Quality">
##FORMAT=<ID=SDP,Number=1,Type=Integer,Description="Raw Read Depth as reported by SAMtools">
##FORMAT=<ID=DP,Number=1,Type=Integer,Description="Quality Read Depth of bases with Phred score >= 15">
##FORMAT=<ID=RD,Number=1,Type=Integer,Description="Depth of reference-supporting bases (reads1)">
##FORMAT=<ID=AD,Number=1,Type=Integer,Description="Depth of variant-supporting bases (reads2)">
##FORMAT=<ID=FREQ,Number=1,Type=String,Description="Variant allele frequency">
##FORMAT=<ID=PVAL,Number=1,Type=String,Description="P-value from Fisher's Exact Test">
##FORMAT=<ID=RBQ,Number=1,Type=Integer,Description="Average quality of reference-supporting bases (qual1)">
##FORMAT=<ID=ABQ,Number=1,Type=Integer,Description="Average quality of variant-supporting bases (qual2)">
##FORMAT=<ID=RDF,Number=1,Type=Integer,Description="Depth of reference-supporting bases on forward strand (reads1plus)">
##FORMAT=<ID=RDR,Number=1,Type=Integer,Description="Depth of reference-supporting bases on reverse strand (reads1minus)">
##FORMAT=<ID=ADF,Number=1,Type=Integer,Description="Depth of variant-supporting bases on forward strand (reads2plus)">
##FORMAT=<ID=ADR,Number=1,Type=Integer,Description="Depth of variant-supporting bases on reverse strand (reads2minus)">
#CHROM POS ID REF ALT QUAL FILTER INFO FORMAT Sample1