While many of us play in bands, and while marching in a parade brings great enjoyment to all, unfortunately marching band is no friend to your instrument. In particular, marching in the rain is very hard on your instrument. If you need to play something on the field, I recommend a piccolo. It’s smaller, easier to carry, less likely to get bumped or banged, and you can better protect it from the elements. Several clever flutists that I know will take a plastic bag, snip off a bottom corner of the bag leaving a hole just wide enough for the piccolo headjoint, push the headjoint through it, and then put his/her hands into the bag’s opening that is now hanging under the piccolo while you play. Voila! Instant piccolo raincoat!
Barring this, invest in a “marching flute”. These are found easily on EBay. Get something that “can play” and don’t invest a lot of money in it. And when its marching days are over it can be made into an attractive lamp.
But before you accuse me of being against all marching, let it be known that in my advancing age I have << shudder >> dabbled in marching band. I am also armed with a plastic piccolo with a plated headjoint that I purchased on EBay for less than $100. My flute and wooden piccolo stay inside.