I know this is an old thread but here’s a way. You can’t see the scale in the piano roll like Studio One or Fruity Loops but it keeps you in scale when play notes on your midi keyboard (similar to Native Instruments Komplete Kontrol).
In the Track inspector (on the left), go to Midi Inserts and load the midi plugin Midi Modifiers. At the bottom of the plugin select your scale and scale note. Then play a small piece and it should automatically put your notes in the proper scale.
