def _update_multi(self, symbol, quotes):
        """Archive multiday ohlcs, override if datasets exists.

        Arguments:
          symbol: Stock instrument.
          quotes: numpy quotes data.
        """
        i = 0
        pre_day = None
        indexes = []
        indexes.append([0, len(quotes)])
        for row in quotes:
            day = datetime.datetime.fromtimestamp(row['time']).day
            if pre_day and pre_day != day:
                # found next day boundary
                indexes[-1][1] = i
                indexes.append([i, len(quotes)])
            i += 1
            pre_day = day

        for i0, i1 in indexes:
            t0, t1 = quotes[i0]['time'], quotes[i1-1]['time']
            dt = datetime.datetime.fromtimestamp(t0)
            dsi0, dsi1 = self.timestamp_to_index(dt, t0), self.timestamp_to_index(dt, t1)

            sliced = quotes[i0:i1]
            ds = self._require_dataset(symbol, dt.date(), sliced.shape)

            if dsi0 != 0:
                dsi1 = dsi1 + 1
            logging.debug("ds[%d:%d] = quotes[%d:%d]" % (dsi0, dsi1, i0, i1))
            try:
                ds[dsi0:dsi1] = sliced
            except __HOLE__:
                logging.debug("data may have holes")
                for row in sliced:
                    r_dsi = self.timestamp_to_index(dt, row['time'])
                    # logging.debug("r_dsi: %d" % r_dsi)
                    ds[r_dsi] = row
dataset/ETHPy150Open yinhm/datafeed/datafeed/datastore.py/OHLC._update_multi