title: detecting jumps on pandas index dates
body: <p>I managed to load historical data on data series on a large set of financial instruments, indexed by date. </p>
  
  <p>I am plotting volume , price information without any issue.</p>
  
  <p>What I want to achieve now is to determine if there is any big jump in dates, to see if I am missing large chunks of data. </p>
  
  <p>The idea I had in mind was somehow to plot the difference in between two consecutive dates in the index and if the number is superior to 3 or 4 ( which is bigger than a week end and a bank holiday on a friday or monday ) then there is an issue.</p>
  
  <p>Problem is I can figure out how do compute simply df[next day]-df[day], where df is indexed by day</p>