Most assuredly, there have been radio broadcasts which took place before this date in 1920; however, today is the first day a regular broadcast began with a licensed station. KDKA wasn't licensed until November of 1920, but Westinghouse's engineer, Frank Conrad was asked by his company to go on the air on this date for testing purposes. Although this information is a little murky, today is said to be the first day "regular licensed radio" began.
Frank Conrad had been on the air as a clandestine broadcaster as Westinghouse developed the de Forest vacuum tube, for the war effort (WW I). He used a phonograph to test the audio. In defiance of the government order not to listen, numerous other experimenters would call him while listening in, reporting his audio quality. For more information, see "100 Years of Radio Broadcasting", check this link:
Unfortunately, KTHS isn't mentioned, but this is still an interesting read. Enjoy!
Bud S. (firstname.lastname@example.org)