Following a given ordering of the edges of a graph G, the greedy edge colouring procedure assigns to each edge the smallest available colour. The minimum number of colours thus involved is the chromatic index χ′(G), and the maximum is the so-called Grundy chromatic index. Here, we are interested in the restricted case where the ordering of the edges builds the graph in a connected fashion. Let χc′(G) be the minimum number of colours involved following such an ordering. We show that it is NP-hard to determine whether χc′(G)>χ′(G). We prove that χ′(G)=χc′(G) if G is bipartite, and that χc′(G)≤4 if G is subcubic.@en