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We introduce two ordinal indices that are linear invariants for Banach spaces: the dyadic tree index and the sprawling tree index. We show that they are also bi-Lipschitz invariants. In fact, we characterize their values in terms of sub-Lipschitz embeddability of dyadic or countably branching diamond graphs of ordinal height. We derive applications for separable Banach spaces that are universal for complete countable metric spaces and bi-Lipschitz embeddings. We also discuss the links of these tree indices with classical fragmentability indices of Banach spaces such as the dentabilty, weak fragmentability and Szlenk indices.

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