Fix problme when no exchange is given to download-data

freqtrade/configuration/check_exchange.py

@@ -27,6 +27,14 @@ def check_exchange(config: Dict[str, Any], check_for_bad: bool = True) -> bool:
     logger.info("Checking exchange...")
 
     exchange = config.get('exchange', {}).get('name').lower()
+    if not exchange:
+        raise OperationalException(
+            f'This command requires a configured exchange. You can use either '
+            f'`--exchange <exchange_name` or use a configuration via `--config`.\n'
+            f'The following exchanges are supported by ccxt: '
+            f'{", ".join(available_exchanges())}'
+        )
+
     if not is_exchange_available(exchange):
         raise OperationalException(
                 f'Exchange "{exchange}" is not supported by ccxt '