I used the DataSet from Vix-Central for some time (configured how decribed in the documentation for that). But at the time it seems not work anymore because I get the error mesage all the time:

Algorithm.Initialize() Error: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/main.pyc. AlgorithmPythonWrapper(): ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.VIXCentral'; 'QuantConnect.Data.Custom' is not a package
  at 
    from QuantConnect.Data.Custom.VIXCentral import *
===
   at Python.Runtime.PythonException.ThrowIfIsNull(IntPtr ob)
   at Python.Runtime.PythonEngine.ImportModule(String name)
   at Python.Runtime.Py.Import(String name)
   at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py:line 5
 ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.VIXCentral'; 'QuantConnect.Data.Custom' is not a package Stack Trace: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/main.pyc. AlgorithmPythonWrapper(): ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.VIXCentral'; 'QuantConnect.Data.Custom' is not a package
  at 
    from QuantConnect.Data.Custom.VIXCentral import *
===
   at Python.Runtime.PythonException.ThrowIfIsNull(IntPtr ob)
   at Python.Runtime.PythonEngine.ImportModule(String name)
   at Python.Runtime.Py.Import(String name)
   at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper..ctor(String moduleName) at /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs:line 74 in main.py:line 5
 ModuleNotFoundError : No module named 'QuantConnect.Data.Custom.VIXCentral'; 'QuantConnect.Data.Custom' is not a package

Could somebody tell me what is going wrong or how I can fix it?