title: Why are the vertical lines of plt.grid() missing in a plot from Pandas?
body: <p>I have a <code>Pandas</code> dataframe which has 10 numerical columns and I want to plot all of them in 5 by 2 layout. However, the figure I am getting has the vertical lines of the grids missing. As an example, I am aiming for something like:</p>
  <pre><code>df = pd.DataFrame(np.random.normal(size = (50,10)))
  df.plot(subplots = True, layout = (5,2))
  
  plt.tight_layout()
  plt.show()
  </code></pre>
  <p>This code will (correctly) produce the following figure</p>
  <p><a href="https://i.stack.imgur.com/1JOll.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/1JOll.png" alt="enter image description here" /></a></p>
  <p>Now, here comes my problem. I have the following code:</p>
  <pre><code>ff_intraday_alldays_corr_df.plot(subplots = True, layout = (5,2), figsize = (20,10), sharex = False)
  
  plt.grid(True, axis = 'both')
  plt.tight_layout()
  plt.show()
  </code></pre>
  <p>From this code, I get the following output:</p>
  <p><a href="https://i.stack.imgur.com/LaCAL.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/LaCAL.png" alt="enter image description here" /></a></p>
  <p>Notice that the vertical lines are missing although I am explicitly telling <code>pyplot</code> to draw the grid on both axis. What am I doing wrong? I will attach a <code>to_dict()</code> version of the head of data frame for reproducibility below.</p>
  <p>---------- HEAD of DATAFRAME -------</p>
  <pre><code>[In]: ff_intraday_alldays_corr_df.head().to_dict()
  
  [Out]:
  {'CMA_HML': {Timestamp('2020-08-17 10:00:00'): 0.44795094851406814,
    Timestamp('2020-08-17 10:05:00'): 0.38428983506941855,
    Timestamp('2020-08-17 10:10:00'): 0.41193874696647115,
    Timestamp('2020-08-17 10:15:00'): 0.4293209374846741,
    Timestamp('2020-08-17 10:20:00'): 0.43522783548870514},
   'CMA_MOM': {Timestamp('2020-08-17 10:00:00'): 0.05347989373858762,
    Timestamp('2020-08-17 10:05:00'): -0.011608270033198973,
    Timestamp('2020-08-17 10:10:00'): -0.027402429382035524,
    Timestamp('2020-08-17 10:15:00'): -0.019610957532699484,
    Timestamp('2020-08-17 10:20:00'): -0.007050143600690808},
   'CMA_RMW': {Timestamp('2020-08-17 10:00:00'): 0.20556028201595988,
    Timestamp('2020-08-17 10:05:00'): 0.09653225241133827,
    Timestamp('2020-08-17 10:10:00'): 0.11139372351072817,
    Timestamp('2020-08-17 10:15:00'): 0.11426743038168899,
    Timestamp('2020-08-17 10:20:00'): 0.11796468233334897},
   'CMA_SMB': {Timestamp('2020-08-17 10:00:00'): 0.1517609108883879,
    Timestamp('2020-08-17 10:05:00'): 0.056390472251534485,
    Timestamp('2020-08-17 10:10:00'): 0.09804054386505605,
    Timestamp('2020-08-17 10:15:00'): 0.11551034194086211,
    Timestamp('2020-08-17 10:20:00'): 0.12670084298270848},
   'HML_MOM': {Timestamp('2020-08-17 10:00:00'): -0.2978307580920829,
    Timestamp('2020-08-17 10:05:00'): -0.2560333041281664,
    Timestamp('2020-08-17 10:10:00'): -0.27203290482545234,
    Timestamp('2020-08-17 10:15:00'): -0.2702720485891392,
    Timestamp('2020-08-17 10:20:00'): -0.25899000452295107},
   'HML_RMW': {Timestamp('2020-08-17 10:00:00'): 0.17496766686559892,
    Timestamp('2020-08-17 10:05:00'): 0.05867960946753955,
    Timestamp('2020-08-17 10:10:00'): 0.07492619768022696,
    Timestamp('2020-08-17 10:15:00'): 0.07544496840758017,
    Timestamp('2020-08-17 10:20:00'): 0.07378940456925964},
   'HML_SMB': {Timestamp('2020-08-17 10:00:00'): 0.11783436515538953,
    Timestamp('2020-08-17 10:05:00'): 0.0572659935968401,
    Timestamp('2020-08-17 10:10:00'): 0.10589632150389904,
    Timestamp('2020-08-17 10:15:00'): 0.13172904632035068,
    Timestamp('2020-08-17 10:20:00'): 0.15248571968608735},
   'MOM_RMW': {Timestamp('2020-08-17 10:00:00'): 0.09347437113499303,
    Timestamp('2020-08-17 10:05:00'): 0.10238296372223599,
    Timestamp('2020-08-17 10:10:00'): 0.09467287450167983,
    Timestamp('2020-08-17 10:15:00'): 0.08173228399896171,
    Timestamp('2020-08-17 10:20:00'): 0.08894348736883101},
   'MOM_SMB': {Timestamp('2020-08-17 10:00:00'): 0.11279955572946082,
    Timestamp('2020-08-17 10:05:00'): -0.01565427697073142,
    Timestamp('2020-08-17 10:10:00'): -0.019023170042160316,
    Timestamp('2020-08-17 10:15:00'): -0.0055759975445638255,
    Timestamp('2020-08-17 10:20:00'): -0.0025691959978936586},
   'RMW_SMB': {Timestamp('2020-08-17 10:00:00'): -0.020075628073247538,
    Timestamp('2020-08-17 10:05:00'): -0.16367953534291818,
    Timestamp('2020-08-17 10:10:00'): -0.13591209255538989,
    Timestamp('2020-08-17 10:15:00'): -0.14175163614235164,
    Timestamp('2020-08-17 10:20:00'): -0.14258055578226198}}
  </code></pre>