I'm collecting pricing data on stocks and options during trading hours and appending them to a data file that I plot with gnuplot. The file looks like:
2013-01-30--15:58:14 38.68 0.64
2013-01-30--15:58:44 38.70 0.64
2013-01-30--15:59:15 38.70 0.64
2013-01-30--15:59:45 38.69 0.64
I end up with large periods of time that I don't collect any data for since the markets are closed.
When I plot this data with gnuplot, using xdata as timefmt, it displays large gaps from the end of one day to the start of another.
I'd prefer to have it skip those times during the days where there is no actual data... Is there a way to do this?
I've been able to come close by not plotting the data against the time value in the first column, but I'd like to show the time data AS WELL AS skip those times when the data was not collected.
I hope this makes sense and appreciate your help.