You will need to create another value list. Go To File > Manage > Value Lists and if it isn't listed there then select New. Since you indicate that you had an extensive set of data values that you used as an index, then you will want to next select "use values from Field' and select your table for the left pop-up and that field for the value. Below specify 'all values'.
Then return to your field and select your new value list again (Format > Field Control > Setup or by using Inspector).
BTW, if when you deleted your value list, you would have selected 'cancel' to leave that box then your value list wouldn't have been deleted. It would have asked if you wanted to discard or keep your changes. But you are absolutely correct ... when you delete, it should ask you THEN. Once you say OK your value list is indeed gone. It is poor interface handling.