I did the following:

  • Insert your job-user-id and api-access-token into the relevant config fields. You can find these on your Account page.
  • Update the data-provider configuration to refer to the APIDataProvider class. This is called QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider.

However, I do not see an add to cart button or a way to download the bundles on quantconnect.com.

ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/equity/usa/second/spy/20131014_trade.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20190921 23:30:11.140 

I also need some fundamental/coarse and fundamental/fine bundles/ zip files.