Short answer (read below for more info):
ax.grid(axis='both', which='both')
What you do is correct and it should work.
However, since the X axis in your example is a DateTime axis the Major tick-marks (most probably) are appearing only at the both ends of the X axis. The other visible tick-marks are Minor tick-marks.
The ax.grid() method, by default, draws grid lines on Major tick-marks.
Therefore, nothing appears in your plot.
Use the code below to highlight the tick-marks. Majors will be Blue while Minors are Red.
ax.tick_params(which='both', width=3)
ax.tick_params(which='major', length=20, color='b')
ax.tick_params(which='minor', length=10, color='r')
Now to force the grid lines to be appear also on the Minor tick-marks, pass the which='minor' to the method:
ax.grid(b=True, which='minor', axis='x', color='#000000', linestyle='--')
or simply use which='both' to draw both Major and Minor grid lines.
And this a more elegant grid line:
ax.grid(b=True, which='minor', axis='both', color='#888888', linestyle='--')
ax.grid(b=True, which='major', axis='both', color='#000000', linestyle='-')