'Parameters
fields : list of str
\'open\', \'high\', \'low\', \'close\', or \'volume\'
start_dt: Timestamp
Beginning of the window range.
end_dt: Timestamp
End of the window range.
sids : list of int
The asset identifiers in the window.
Returns
list of np.ndarray
A list with an entry per field of ndarrays with shape
(minutes in range, sids) with a dtype of float64, containing the
values for the respective field over start and end dt range.'

@abstractmethod
def load_raw_arrays(self, columns, start_date, end_date, assets):

    pass
