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date = "01022017" # Date format should be - DDMMYYYY
from_date = datetime.strptime(date, '%d%m%Y')
historical_data = kite.historical_data(instrument_token=str(256265),from_date = from_date, to_date = from_date, interval='day')
token_df = pd.DataFrame(historical_data).close[0]
Showing fine for me for the Banknifty index(260105) for date = "01022017" .
2017-02-01 00:00:00+05:30,19522.4,20047.85,19470.95,20020.6
You need to re-check if you are sending correctly from and to dates.
About my query, I am able to get Nifty prices for the said date, but not BankNifty.
Any idea?