It sounds like you're trying to do a cross join to populate dates which don't exist in your datasource. Is that correct?
What's the datasource type you're using?
I have come across this issue before.
The way I resolved it is by creating a table of dates in excel or sqlserver whatever matches your current datasource and do a left join on to the dates table.
Hope this helps.
I'll still be checking this thread to see if there is an easier way of achieving this.
TOM: Cross Join correct. SQL Server. But I need a way to get the dates in tableau itself. not from any data source
I can do this but I don't have luxury to create table of data. I have to do it in Tableau itself
You haven't really given us much context in terms of what you're going to do with those dates. On one hand I'd say "just use a continuous date axis and it will look like you have those dates in between".
If I go with just your straight up question of creating a list of dates in Tableau, it's not possible. Tableau doesn't magically create data.
You could potentially create a 'date' sheet in Excel then join that to your SQL source in Tableau using blending / data relationships, but this might not be suitable depending on what you're trying to achieve.
In it's most basic form what you're asking is "how do I create data". Tableau doesn't create data, it displays data.
May I ask why you're apposed to doing this in your data source?