diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index e883175e7..98522b98a 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -158,9 +158,9 @@ class Exchange(object):
         """exchange ccxt id"""
         return self._api.id
 
-    def klines(self, pair: str) -> DataFrame:
+    def klines(self, pair: str, copy=True) -> DataFrame:
         if pair in self._klines:
-            return self._klines[pair].copy()
+            return self._klines[pair].copy() if copy else self._klines[pair]
         else:
             return None
 
diff --git a/freqtrade/tests/exchange/test_exchange.py b/freqtrade/tests/exchange/test_exchange.py
index 647440223..29154bc39 100644
--- a/freqtrade/tests/exchange/test_exchange.py
+++ b/freqtrade/tests/exchange/test_exchange.py
@@ -814,6 +814,13 @@ def test_refresh_tickers(mocker, default_conf, caplog) -> None:
         assert isinstance(exchange.klines(pair), DataFrame)
         assert len(exchange.klines(pair)) > 0
 
+        # klines function should return a different object on each call
+        # if copy is "True"
+        assert exchange.klines(pair) is not exchange.klines(pair)
+        assert exchange.klines(pair) is not exchange.klines(pair, copy=True)
+        assert exchange.klines(pair, copy=True) is not exchange.klines(pair, copy=True)
+        assert exchange.klines(pair, copy=False) is exchange.klines(pair, copy=False)
+
     # test caching
     exchange.refresh_tickers(['IOTA/ETH', 'XRP/ETH'], '5m')