code: def make_future_minute_bar_data(cls):
      data = list(
          super(
              VolatilityVolumeShareTestCase,
              cls,
          ).make_future_minute_bar_data()
      )
      # Make the first month's worth of data NaN to simulate cases where a
      # futures contract does not exist yet.
      data[0][1].loc[: cls.ASSET_START_DATE] = np.NaN
      return data
  
imports: from collections import namedtuple
  import datetime
  from math import sqrt
  from nose_parameterized import parameterized
  from pandas.tslib import normalize_date
  import numpy
  import pandas
  import pytz
  from catalyst.assets import Equity, Future
  from catalyst.data.data_portal import DataPortal
  from catalyst.finance.asset_restrictions import NoRestrictions
  from catalyst.finance.order import Order
  from catalyst.finance.slippage import EquitySlippageModel, fill_price_worse_than_limit_price, FutureSlippageModel, SlippageModel, VolatilityVolumeShare, VolumeShareSlippage
  from catalyst.protocol import DATASOURCE_TYPE, BarData
  from catalyst.testing import create_minute_bar_data, tmp_bcolz_equity_minute_bar_reader
  from catalyst.testing.fixtures import WithCreateBarData, WithDataPortal, WithSimParams, WithTradingEnvironment, CatalystTestCase
  from catalyst.utils.classproperty import classproperty
label_desc: Use image node_id 3 for calling the VolatilityVolumeShareTestCase obj's underlying member method code with example usage: obj.make_future_minute_bar_data(cls) and returns: data