I mentioned this issue at QuantCon this past weekend. I just wanted to document the issue on the forum. Basically, Pipeline is not able to fetch data on weekends for datasets that have observations on weekends. The Stocktwits dataset from psychsignal is an example. see the attached notebook for details and an example.
I'm not really sure of the best way to deal with this issue, since I don't know enough about how Pipeline works on the back-end, but I figured I'd post it in case others had ideas.