You're perhaps wondering about this step, if the former was ok. But due to data sources MINIMUM and MAXIMUM definitions, it is possible, that valid updates for rrd files are suppressed, because MINIMUM was not reached or MAXIMUM was exceeded.
Assuming, you've got some valid rrdtool update in step 3, perform a
rrdtool fetch <rrd file> AVERAGE
and look at the last 10-20 lines. If you find NaN's there, perform
rrdtool info <rrd file>
and check the ds[...].min and ds[...].max entries, e.g.
ds[loss].min = 0.0000000000e+00 ds[loss].max = 1.0000000000e+02
In this example, MINIMUM = 0 and MAXIMUM = 100. For a ds.[...].type=GAUGE verify, that e.g. the number returned by the script does not exceed ds[...].MAX (same holds for MINIMUM, respectively).
If you run into this, please do not only update the data source definition within the Data Template, but perform a
rrdtool tune <rrd file> --maximum <ds-name>:<new ds maximum>
for all existing rrd files belonging to that Data Template.
At this step, it is wise to check step and heartbeat of the rrd file as well. For standard 300 seconds polling intervals (step=300), it is wise to set minimal_heartbeat to 600 seconds. If a single update is missing and the next one occurs in less than 600 seconds from the last one, rrdtool will interpolate the missing update. Thus, gaps are "filled" automatically by interpolation. Be aware of the fact, that this is no "real" data! Again, this must be done in the Data Template itself and by using rrdtool tune for all existing rrd files of this type.