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Question about "History" function.

Hello, I have just started to make my own algorithm on quantopian.
I want to use historical price data, and I have realized that quantopian provides following function.
"data.history(assets, fields, bar_count, frequency)"

However parameter, 'frequency' only supports "1day" and "1minute".
I want use unit '1month' as a frequency to calculate momentum of stocks.
(For example, let's say today is 5th September. I want to get historical price at "1st August", "1st July", "1st June", .... "1st January", ...)

Thank you