Ok, I was informed that the reason was _not_ gaps in the data, but a lower limit to the standard deviation function in the TA-Lib. If the StdDev is below 0.0001, it's assumed to be zero. Therefore you'll get bands with zero width.

As a simple workaround, just multiply the data with 10 for preventing that the StdDev gets below 0.0001:

BBands(series(10*price()),30,2,2,MAType_SMA);
plot("Bollinger1",rRealUpperBand/10,BAND1,0x000000CC);
plot("Bollinger2",rRealLowerBand/10,BAND2,0x800000FF);