title: Matplotlib skipping dates with empty data
body: <p>I'm using matplotlib to draw candlestick charts for stocks. In regular candlestick charts, weekends (in which stock market is closed) are not displayed. But in matplotlib, weekends are also plotted and gaps appear between weekdays. I wrote demo.py shown in matplotlib website for candlestick charts. How can I avoid plotting weekend dates and gaps between weekdays?</p>
  
  <pre><code>Demo.py
  import matplotlib.pyplot as plt
  from matplotlib.dates import DateFormatter, WeekdayLocator, DayLocator, MONDAY
  from matplotlib.finance import quotes_historical_yahoo_ohlc, candlestick_ohlc
  
  
  # (Year, month, day) tuples suffice as args for quotes_historical_yahoo
  date1 = (2004, 2, 1)
  date2 = (2004, 4, 12)
  
  
  mondays = WeekdayLocator(MONDAY)        # major ticks on the mondays
  alldays = DayLocator()              # minor ticks on the days
  weekFormatter = DateFormatter('%b %d')  # e.g., Jan 12
  dayFormatter = DateFormatter('%d')      # e.g., 12
  
  quotes = quotes_historical_yahoo_ohlc('INTC', date1, date2)
  if len(quotes) == 0:
          raise SystemExit
  
  fig, ax = plt.subplots()
  fig.subplots_adjust(bottom=0.2)
  ax.xaxis.set_major_locator(mondays)
  ax.xaxis.set_minor_locator(alldays)
  ax.xaxis.set_major_formatter(weekFormatter)
  #ax.xaxis.set_minor_formatter(dayFormatter)
  
  #plot_day_summary(ax, quotes, ticksize=3)
  candlestick_ohlc(ax, quotes, width=0.6)
  
  ax.xaxis_date()
  ax.autoscale_view()
  plt.setp(plt.gca().get_xticklabels(), rotation=45, horizontalalignment='right')
  
  plt.show()
  </code></pre>
  
  <p><a href="https://i.stack.imgur.com/24ZPf.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/24ZPf.png" alt="enter image description here"></a></p>