diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index e6f6f8167..0899321db 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 
 ARGS_TRADE = ["db_url", "sd_notify", "dry_run"]
 
-ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange",
+ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
                         "max_open_trades", "stake_amount", "fee"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index 1dadc6e16..a5a5a3339 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -24,7 +24,7 @@ ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
 AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'PrecisionFilter', 'PriceFilter',
                        'ShuffleFilter', 'SpreadFilter']
-AVAILABLE_DATAHANDLERS = ['json', 'jsongz']
+AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 DRY_RUN_WALLET = 1000
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
 DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
diff --git a/requirements-common.txt b/requirements-common.txt
index d5c5fd832..604a769d4 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -13,6 +13,7 @@ TA-Lib==0.4.18
 tabulate==0.8.7
 pycoingecko==1.3.0
 jinja2==2.11.2
+tables==3.6.1
 
 # find first, C search in arrays
 py_find_1st==1.1.4
diff --git a/setup.py b/setup.py
index 6d832e3f5..b1b500cc8 100644
--- a/setup.py
+++ b/setup.py
@@ -85,6 +85,7 @@ setup(name='freqtrade',
           # from requirements.txt
           'numpy',
           'pandas',
+          'tables',
       ],
       extras_require={
           'api': api,