Notify Missing Data Source (404 Error)

Expected Behavior

The logs contain information that the data source doesn't have data:

20260205 17:43:50.638 ERROR:: Error downloading custom data source file, skipped: RemoteFile: Csv https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...> Error: The reader was empty for source: $https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...>

Actual Behavior

Nothing is displayed

Potential Solution

This message:

20260205 17:43:50.638 ERROR:: Error downloading custom data source file, skipped: RemoteFile: Csv https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...> Error: The reader was empty for source: $https://data.nasdaq.com/api/v3/datatables/WGC/GOLD_DAILY_USD.csv?api_key=<...>

is only available locally to not show API keys. We should pass this message to the user

Code to reproduce

class GoldMarketTimingAlgorithm(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2010, 1, 1)
        self._gold = self.add_data(NasdaqDataLink, "WGC/GOLD_DAILY_USD", Resolution.DAILY, TimeZones.UTC, True).symbol

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

Start with the custom data source download path exercised by the GoldMarketTimingAlgorithm reproduction and trace how an empty reader or 404 is surfaced. The change is complete when the user receives the missing-data message while the API key remains hidden; the payload names no specific files or tests to run.