Hello all, I am rather new to Quantconnect so forgive me if my question sound very primitive.

I have bitcoin's historical trade data on coinbase pro and tried to break it down day by day so it matches LEAN's format. But it seems for crypto tick data, time and sales data (******_trade.zip) must be accompanied by level 1 data (******_quote.zip) just like the samples shown in data explorer. I wonder if there is a way around it and there is a data feed class I can use as my data-provider in the config file.