Iterate between two months between 2 dates. Note some months will may have less days than the first month, in that case, the last day of the month will be returned.

Iterate_by_month.py

#!/usr/bin/env python

from datetime import date
from calendar import monthrange


def by_month(start, end):

    day_of_month = start.day

    ym_start = 12 * start.year + start.month - 1
    ym_end = 12 * end.year + end.month - 1

    for ym in range(ym_start, ym_end):
        y, m = divmod(ym, 12)
        d = min(monthrange(y, m + 1)[1], day_of_month)
        day = date(y, m + 1, d)
        if day >= start and day <= end:
            yield day


if __name__ == "__main__":
  
    begin = date(2012, 1, 31)
    end = date(2013, 3, 20)

    print
    print 'begin'
    print begin

    for month in by_month(begin, end):
        print '    ', month
    print end
    print