Chris, My 2c: Your data is indexed in time, right ? Your x-axis is a date object ? Then use scikits.timeseries http://scipy.org/scipy/scikits/wiki/TimeSeries That package was designed to take missing dates/data into account. That way, you can plot your data with the gaps already taken into account: we have written a specific matplotlib interface, you'll find the details following the link above. I must admit we didn't implement poly_between for timeseries. Most likely, we'd have to implement it for regular masked arrays first, as mentioned by Eric. What you could do is to fill your array with some kind of baseline, such as 0, or your minimum data, or wtvr. That's just a quick trick and no fix.
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