code: def make_futures_info(cls):
      return pd.DataFrame(
          {
              "sid": [1000, 1001],
              "root_symbol": ["CL", "FV"],
              "symbol": ["CLF07", "FVF07"],
              "start_date": [cls.ASSET_START_DATE, cls.START_DATE],
              "end_date": [cls.END_DATE, cls.END_DATE],
              "multiplier": [500, 500],
              "exchange": ["CME", "CME"],
          }
      )
  
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 2 for calling the VolatilityVolumeShareTestCase obj's underlying member method code with example usage: obj.make_futures_info(cls) and returns: pd