I have some data in csv format - minute bars in one large csv. I've repackaged it as outlined in "How do I load custom data" tutorial so that it looks like this:

Each zip file has the daily data inside as a csv file. From the docs: "Time is measured in the number of milliseconds since midnight on that day". I've put the number of milliseconds since middnight in the first column of each daily csv file. However, what do I do with missing data? At the moment, I've just skipped it. For example, my 2017-10-01 file starts like so:

60000,4339.24,4339.89,4339.24,4339.88,2.56320555 120000,4339.89,4339.89,4339.38,4339.88,0.17972294999999994 180000,4339.87,4339.89,4339.87,4339.89,1.32031757 240000,4339.89,4339.89,4338.96,4339.85,8.786504579999999

Do I need a first row which looks like this: