example without repeat reading

for x in stocks:

    tws.reqHistoricalData(x)

    for n in periods:
        data = pd.DataFrame(reqHistoricalData(datetime.datetime.today()- datetime.timedelta(days=n)).strftime("%Y%m%d %H:%M:%S %Z"))

        if not data.empty:
            data.to_csv("filename{}@{}.csv".format(x, n))
        else:
            print("empty data for", x, n)