Let $G$ be a topological group, and $H$ be subgroup of $G$. Is it true that:
$H$ is open subgroup of $G$・・・①
is equivalent to:
$H$ is of finite index in $G$・・・②
I have seen ① implies ②, but I don't have confidence the converse holds. Only results and backgrounds are welcome.
No, it is not generally true.
A counter-example would be the following: let $\mathbb{Z}$ be the additive group of integers equipped with discrete topology. Then the trivial subgroup $\{0\}$ is open but with infinite index - the index of trivial subgroup in $\mathbb{Z}$ is the cardinality of $\mathbb{Z}$.
But if $G$ is compact, then $H$ being open does imply that $H$ is of finite index. This can be seen if you consider the cosets of $H$, which is a minimal open covering by translations (or cosets) of $H$ and must be finite.
Also, the converse is not true even if $G$ is compact. A conter-example is given by Dietrich in his comment: the profinite group $\widehat{\mathbb{Z}}^\times$ admits non-open finite index subgroup.