ApiDataProvider Zip Download Fixes (#5020)
ApiDataProvider Zip Download Fixes (#5020)

* Stop non zip responses from being saved as a zip

* Capture and log message

* Log as Error
StefanoRaggi/Lean,QuantConnect/Lean,AlexCatarino/Lean,StefanoRaggi/Lean,jameschch/Lean,jameschch/Lean,jameschch/Lean,JKarathiya/Lean,jameschch/Lean,AlexCatarino/Lean,JKarathiya/Lean,AlexCatarino/Lean,JKarathiya/Lean,QuantConnect/Lean,AlexCatarino/Lean,StefanoRaggi/Lean,StefanoRaggi/Lean,QuantConnect/Lean,StefanoRaggi/Lean,QuantConnect/Lean,JKarathiya/Lean,jameschch/Lean