Backtesting with futures data on Zipline

[Jeremy Cohn]

I've been trying to follow the example here:

https://github.com/quantopian/zipline/issues/900

But I'm struggling to get this to work.  Basically I can run a similar 

backtest as described, but my results aren't using the futures multipier

i.e. 1 point gain, is $1.  But it should be $50 for Emini S&P futures.  

(its the same issue as discussed in that post).  

There was a suggestion posted that a DataPortal should be used, but

i'm struggling to understand how to build one.  How do you build a 

future_reader?

thanks in advance,

jeremy