Fix NameError in Api.download_data
Fix NameError in Api.download_data

Closes #3078.

jameschch/Lean,StefanoRaggi/Lean,JKarathiya/Lean,QuantConnect/Lean,QuantConnect/Lean,AlexCatarino/Lean,jameschch/Lean,jameschch/Lean,AlexCatarino/Lean,AlexCatarino/Lean,jameschch/Lean,JKarathiya/Lean,StefanoRaggi/Lean,QuantConnect/Lean,jameschch/Lean,JKarathiya/Lean,StefanoRaggi/Lean,QuantConnect/Lean,JKarathiya/Lean,StefanoRaggi/Lean,AlexCatarino/Lean,StefanoRaggi/Lean