[SalesForce] How to query all the Historical data of LoginHistory object

You need the most recent history before or on the day you wish to examine. If none are found, you should fall back to the current value. You will need Apex post-processing something like:

public static String getStatusOn(Date day, Id recordId)
{
    Datetime endOfDay = Datetime.newInstanceGmt(day, Time.newInstance(23, 59, 59, 999));
    MyObject__c record = [
        SELECT Status, ( 
            SELECT NewValue FROM Histories
            WHERE Field ='Status' AND CreatedDate <= :endOfDay
            ORDER BY CreatedDate DESC LIMIT 1)
        FROM MyObject__c WHERE Id = :recordId
    ];
    if (record.Histories.isEmpty()) return record.Status;
    return (String)record.Histories[0].NewValue;
}

Bulkification is left as an exercise for the reader. :)

As the error message suggests, there is no such column with API name as Username on LoginHistory object (Documentation for LoginHistory at this link). Although Username is a field on User object but that field cannot be queried from LoginHistory object using relationship query.

As mentioned, Username and all the fields related to User cannot be queried from the LoginHistory object, there is an idea here for this specific requirement which you can up vote if you wish to and use the workaround mentioned at that link.

Excerpt from the above mentioned link (Workaround)

As a workaround you can run a "User" report and add all the fields from User object that you may want to include(make sure you add Login Date/Time field).

Note:

• Regarding querying the related fields, you need to use the relationship queries for which you can refer this link.
• As User object is not a child of LoginHistory, you cannot query on User using inner query of LoginHistory
• You cannot access parent's field directly in your SOQL query, you will have to use the relationship query eg : Select Id, Account.Name FROM Contact