How to store mySQL query result into pandas DataFrame with pymysql?

Try This:

import pandas as pd
import pymysql

mysql_connection = pymysql.connect(host='localhost', user='root', password='', db='test', charset='utf8')
                    
sql = "SELECT * FROM `brands`"
df = pd.read_sql(sql, mysql_connection, index_col='brand_id')
print(df)

Use Pandas.read_sql() for this:

query = "SELECT * FROM orders WHERE date_time BETWEEN ? AND ?"
df = pd.read_sql(query, connection,  params=(start_date, end_date))