DownloadFailed Event Raises Runtime Error

[AlexCatarino]

Description

Treat DownloadFailed event as ReaderErrorDetected and send the error message to the RuntimeError message queue.

Related Issue

Closes #9269

Motivation and Context

Improve user notification. When they subscribe to a deprecated Nasdaq data feed, for example, they don't receive any information about it.

How Has This Been Tested?

N/A

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>