Try without request.security
Something like this:
var float dailyOpen = na
var line openLine = na
var int x1Line = na
period = dayofmonth
if period != period[1]
dailyOpen := open
x1Line := bar_index
openLine := line.new(x1Line , dailyOpen, bar_index, dailyOpen, color = color.gray)
else
line.set_xy1(openLine, x1Line, dailyOpen)
line.set_xy2(openLine, bar_index, dailyOpen)