diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index 82298f38b..d27b28c2d 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -139,7 +139,7 @@ class HDF5Handler(IDataHandler):
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
         key = self._pair_trades_key(pair)
-        ds = pd.HDFStore(self.filename_trades, mode='a', complevel=9)
+        ds = pd.HDFStore(self.filename_trades, 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/requirements-common.txt b/requirements-common.txt
index 604a769d4..3e58f15b4 100644
--- a/requirements-common.txt
+++ b/requirements-common.txt
@@ -14,6 +14,7 @@ tabulate==0.8.7
 pycoingecko==1.3.0
 jinja2==2.11.2
 tables==3.6.1
+blosc==1.9.1
 
 # find first, C search in arrays
 py_find_1st==1.1.4
diff --git a/setup.py b/setup.py
index b1b500cc8..7213d3092 100644
--- a/setup.py
+++ b/setup.py
@@ -86,6 +86,7 @@ setup(name='freqtrade',
           'numpy',
           'pandas',
           'tables',
+          'blosc',
       ],
       extras_require={
           'api': api,