Here's the information you need:

1. Availability of BTCAUD on Coinbase: Based on the Coinbase's supported assets documentation, BTCAUD does not appear in the list of available trading pairs. This suggests that BTCAUD is not supported for download from Coinbase.

2. Using the --no-interaction Flag: The --no-interaction flag in Lean is intended to run commands without requesting user input during the process. If it prompts for interaction, it may be due to another underlying issue that isn't related to the flag itself, such as a script error or misconfiguration. Ensure that this flag is placed correctly as an option for the lean data download command.

Here's a simplified PowerShell snippet that focuses on downloading BTCUSD data to help verify:

# === CONFIGURATION ===
$startDate = "20200101"
$endDate = (Get-Date).ToString("yyyyMMdd")
$market = "coinbase"
$securityType = "crypto"
$resolutions = @("second", "minute", "hour", "daily")
$symbols = @("BTCUSD")
# === DOWNLOAD LOOP ===
foreach ($symbol in $symbols) {
    foreach ($resolution in $resolutions) {
        Write-Host "`n[INFO] Downloading $symbol | $market | $resolution"
        # === Optional: Clean old data ===
        $dataPath = ".\data\$securityType\$market\$($symbol.ToLower())\$resolution"
        if (Test-Path $dataPath) {
            Write-Host "[INFO] Removing old data at $dataPath"
            Remove-Item $dataPath -Recurse -Force
        }
        # === Download fresh data ===
        lean data download --security-type $securityType --symbol $symbol --market $market --resolution $resolution --start $startDate --end $endDate --data-provider "Coinbase Advanced Trade" --no-interaction
    }
}
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Replace the script snippet in your context and run it to see if it resolves the issue. For detailed troubleshooting, make sure you have the correct paths and permissions for the application to read and write data.

Sources: Coinbase Crypto Price Data - QuantConnect.com