diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index debbcce8b..6a4f45fa9 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -139,7 +139,8 @@ class HDF5DataHandler(IDataHandler):
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
         key = self._pair_trades_key(pair)
-        ds = pd.HDFStore(self.filename_trades, mode='a', complevel=9, complib='blosc')
+        ds = pd.HDFStore(self._pair_trades_filename(self._datadir, pair),
+                         mode='a', complevel=9, complib='blosc')
         ds.put(key, pd.DataFrame(data, columns=DEFAULT_TRADES_COLUMNS),
                format='table', data_columns=['timestamp'])
         ds.close()
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 2c0665b69..003e90fbb 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -707,6 +707,12 @@ def test_datahandler_trades_append(datahandler, testdatadir):
         dh.trades_append('UNITTEST/ETH', [])
 
 
+def test_hdf5datahandler_trades_get_pairs(testdatadir):
+    pairs = HDF5DataHandler.trades_get_pairs(testdatadir)
+    # Convert to set to avoid failures due to sorting
+    assert set(pairs) == {'XRP/ETH'}
+
+
 def test_gethandlerclass():
     cl = get_datahandlerclass('json')
     assert cl == JsonDataHandler
diff --git a/tests/testdata/UNITTEST_BTC-5m.h5 b/tests/testdata/UNITTEST_BTC-5m.h5
new file mode 100644
index 000000000..52232af9e
Binary files /dev/null and b/tests/testdata/UNITTEST_BTC-5m.h5 differ
diff --git a/tests/testdata/XRP_ETH-trades.h5 b/tests/testdata/XRP_ETH-trades.h5
new file mode 100644
index 000000000..c13789e2a
Binary files /dev/null and b/tests/testdata/XRP_ETH-trades.h5 differ