I have been working with the kei strategy algo , modified by Vladimir, Frank ?, and Tom Penrose.

The algo uses following  Quandl data source:

Leading indicator, amplitude adjusted, OECD - Total, Level, ratio or index, Monthly

The FRED data source has a similar data source called

Leading Indicators OECD: Leading indicators: CLI: Normalised for the United States

The two data sources are 90 percent correlated but the FRED source is US only.

I do not see the FRED data set available in the Quantconnect documentation.

Am I missing it or is it not available

Any help greatly appreciated