title: Python: Matplotlib avoid plotting gaps
body: <p>I am currently generating the plot below:
  <img src="https://i.stack.imgur.com/eIGEu.png" alt="plot"></p>
  
  <p>with this code:</p>
  
  <pre><code>ax = plt.subplots()
  ax.plot(intra.to_pydatetime(), data)
  plt.title('Intraday Net Spillover')
  fig.autofmt_xdate()
  </code></pre>
  
  <p>where <code>intra.to_pydatetime()</code> is a:
  <code>&lt;bound method DatetimeIndex.to_pydatetime of &lt;class 'pandas.tseries.index.DatetimeIndex'&gt;
  [2011-01-03 09:35:00, ..., 2011-01-07 16:00:00]
  Length: 390, Freq: None, Timezone: None&gt;</code></p>
  
  <p>So the dates go from <code>2011-01-03 09:35:00</code>, increments by 5 minutes until <code>16:00:00</code>, and then jumps to the next day, <code>2011-01-04 09:35:00</code> until <code>2011-01-04 16:00:00</code>, and so on.</p>
  
  <p>How can I avoid plotting the gaps between 16:00:00 and 9:30:00 on the following day? I don't want to see these straight lines.</p>
  
  <p>UPDATE:</p>
  
  <p>I will try <a href="http://nbviewer.ipython.org/github/dalejung/ts-charting/blob/master/notebooks/ohlc.ipynb" rel="noreferrer">this</a> to see if it works.</p>