So that consumers can write empty days worth of data, without needing
to construct a DataFrame with zero data force a write.
The internal loader uses `last_date_in_output_for_sid` to signify that
data has been attempted to be retrieved for all dates up until that, so
that when resuming a job those retrieval of data for those dates are not
re-attempted.
Also, used to make the write logic cleaneer, by making it only
necessary to create an array large enough for the given df.
Eddie Hebert
488721e805