如果你真的想要一个循环：

date_seq <- as.character(seq(as.Date("2017-07-01"), 
                             as.Date("2017-07-30"), by = "day"))

for (i in 1:length(date_seq)) {
  string <- "select X, Y, z from table where date between date'REPLACEME' - interval '31' day and date'REPLACEME' - interval '1' day"
  string <- gsub("REPLACEME", date_seq[i], string)
  print(string) # replace this with the dbSendQuery
}

[1] "select X, Y, z from table where date between date'2017-07-01' - interval '31' day and date'2017-07-01' - interval '1' day"
[1] "select X, Y, z from table where date between date'2017-07-02' - interval '31' day and date'2017-07-02' - interval '1' day"
...
[1] "select X, Y, z from table where date between date'2017-07-30' - interval '31' day and date'2017-07-30' - interval '1' day"

对于2018-07-01和2018-07-30之间的所有日期，不需要循环来填充数据。
您只需按日期筛选：

res = dbSendQuery(con,
                  "select X, Y, z 
                  from table 
                  where date > '2018-06-31' 
                  and date < '2018-07-31'")
res.df = dbFetch(res, -1)