diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 39200c8f7..4c09b4e46 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -801,8 +801,8 @@ class Exchange:
             # Fetch first elements using timebased method to get an ID to paginate on
             # Depending on the Exchange, this can introduce a drift at the start of the interval
             # of up to an hour.
-            # Binance returns the "last 1000" candles within a 1h time interval
-            # - so we will miss the first candles.
+            # e.g. Binance returns the "last 1000" candles within a 1h time interval
+            # - so we will miss the first trades.
             t = await self._async_fetch_trades(pair, since=since)
             from_id = t[-1]['id']
             trades.extend(t[:-1])
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 9e6356b18..018cab3b8 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1136,6 +1136,13 @@ async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_
         await exchange._async_get_candle_history(pair, "5m",
                                                  (arrow.utcnow().timestamp - 2000) * 1000)
 
+    with pytest.raises(OperationalException, match=r'Exchange.* does not support fetching '
+                                                   r'historical candlestick data\..*'):
+        api_mock.fetch_ohlcv = MagicMock(side_effect=ccxt.NotSupported("Not supported"))
+        exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
+        await exchange._async_get_candle_history(pair, "5m",
+                                                 (arrow.utcnow().timestamp - 2000) * 1000)
+
 
 @pytest.mark.asyncio
 async def test__async_get_candle_history_empty(default_conf, mocker, caplog):