Improve Error Messages When No Data Subscription

[jaredbroad]

Expected Behavior

An informative error letting the user know no data set subscription and failing gracefully.

Actual Behavior

Fails with random error depending on dataset / data not found.
https://www.quantconnect.com/research/17886/copying-congress-trades/p1/comment-49680

Potential Solution

DataType.SubscriptionRequired =True
DataType.RootFolder = "../alt../ congress"
Static: If SubscriptionRequired AND folder not found: throw "Dataset was not detected. Do you have an active subscription?"

Updating all the datasets to include the path and subscription requirement.

Checklist

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