I have a working build that alters the previously defunct Lean Yahoo downloader to work with a different API endpoint. This is based on the code provided here:

https://github.com/dennislwy/YahooFinanceAPI

I'm currently ridiculously busy, so am unlikely to polish this sufficiently for a pull request with adequate testing anytime soon.

The changes are avilable in this commit:

https://github.com/jameschch/Lean/commit/8d8752ef3a7251eb971cf0c83a202cf37b4efb88

Currenlty only price data is working so no splits and dividends. Sorry about that. I know some people rely on this data, so I guess this is better than nothing.