'Read and return pricing update data.
Parameters
dts : DatetimeIndex
The minutes for which to read the pricing updates.
sids : iter[int]
The sids for which to read the pricing updates.
Returns
data : iter[(int, DataFrame)]
Returns an iterable of ``sid`` to the corresponding OHLCV data.'

@abstractmethod
def read(self, dts, sids):

    raise NotImplementedError()
