import datetime

d1 = datetime.date(2015, 1, 1)
d2 = datetime.date(2015, 2, 6)
days = [d1 + datetime.timedelta(days=x) for x in range((d2-d1).days + 1)]

for day in days:
    print(day.strftime('%Y%m%d'))
    
# ======================================================================== #
import pandas

pd.date_range('2012-05-25', '2012-06-27', freq='D')