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It should look like the following
PossibleValues:LOAD CONCAT(Date, chr(39) & ', ' & chr(39)) AS AllDatesRESIDENT Sales; LET vPossibleDates = chr(39) & Peek('AllDates', 0) & chr(39); FOR EACH vDate IN $(vPossibleDates) Temp: NOCONCATENATE LOAD * RESIDENT Sales WHERE Date = '$(vDate)'; STORE Temp INTO File_$(vDate).qvd; DROP TABLE Temp; NEXT
Please take into account that loops are very slow and would result in poor performance and longer loading scripts.
Hope this helps