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Add Lean Data Format Section #1369

Description

@AlexCatarino

Expected Behavior

QuantConnect Docs (under Lean Engine) documents Lean Data Format for supported securities instead of the Lean Repo. The Lean repo links to docs.

Actual Behavior

The Lean Data format is documented in Lean with readme.

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  • 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

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