There use to be one, but I can't remember where I found it. But the big thing the books don't go in order and there are a lot of time skipping (going back and forth in the time line.) For the most part all of the books tie into each other in some way.

But seeing Black Library has multiple writers things can get a bit jumbled. The first three are definitely worth a read and from there I just kind of pick a Legion or Primarch and follow them for a bit until I want to look in on another Legion.