When I'm trying to say "The class will be held (on, in, during . . . ) 15-20 July, 2014" which preposition is more appropriate ?
I would use from, and read the sentence thus: "The class will be held from the fifteenth to the twentieth of July, 2014."
Searching Google Books for various vague strings like "held from 15", "held from July", etc. returns sentences similar to yours from official-looking books and journals, so I would feel comfortable using from.