Hello there,
Firstly, I would like to say I am enjoying experimenting with LEAN and find it a powerful tool!
I'm playing about with GDAX and backtesting, and have imported historical tick data from GDAX.
However, I was wondering if there was a straightforward way of importing live tick data into the Data folder? I can see the GDAX ticks being output by my algorithm but wanted to save these directly to disk.

Thank you!