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Why do some crystal structure files not include bonds (the atoms are just placed in the respective position in the cell without bonds between any atoms)? Shouldn't the bonds always be there? Also, where can I look up these bonds?

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If you solve an x-ray crystal structure, you simply get a set of atomic positions. No more, no less.

Often, the atomic positions don't include hydrogen atoms, only the "heavy" atoms.

Thus, most CIF (crystallographic interchange format) files, there are no defined bonds. Somewhere along the way, software perceives bonding information because most chemists prefer to have a valence-bond graph of atoms and bonds (and bond orders).

There are many algorithms for determining a bond graph from a set of atomic positions with varying "accuracy." I put the word in quotes because it's sometimes unclear what the goal should be when determining bond orders. For example, is a molecule in a keto or enol tautomer form? In some cases, the $\ce{C-O}$ bond is not clearly a single bond distance or a $\ce{C=O}$ distance. Maybe there's an ensemble average of both forms.

The standard seems to be if the CIF file looks more "ionic" (e.g., a salt like $\ce{NaCl}$) bonds probably will be ignored, but otherwise, bonds are interpreted from interatomic distances.

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Position of the atoms are sufficient information to solve schrodinger equation or to find molecular characteristics. Now, if you want to see bonds to make you more comfortable, you can use molecular visualizer such as babel, vesta, vmd, materials studio, chemshell, spartan etc. And there are plenty of visualizer that are available freely online.
To better explain, i think i should talk about molecular orbital. In quantum mechanics a linear combination of atomic orbital is used to construct molecular orbital. Now after solving the schrodinger equation, you can see the occupancy of each molecular orbital. And they are not perfect integer as opposed to classical idea of orbital. Some of them may have fractional occupancy. So, it's irrelevant to talk about single bond, double bond or triple bond. But to understand it better we call them single bond, double bond or triple bond. Like in my calculation if C-O bond distance is ~1.5 Angstrom i take it as single bond and if it is ~1.3 Angstrom i take it as double bond.

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