@Julian Zhang It seems strange but if I use the start and end date within 2021 it seems to work.
# This is a package in preview.
from azureml.opendatasets import NoaaIsdWeather
from datetime import datetime
from dateutil.relativedelta import relativedelta
end_date = datetime.today() - relativedelta(days=1)
start_date = datetime.today() - relativedelta(days=20)
# Get historical weather data in the past month.
isd = NoaaIsdWeather(start_date, end_date)
# Read into Pandas data frame.
isd_df = isd.to_pandas_dataframe()
Seems like an issue with the NoaaIsdWeather() response from the API.