diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index 181e60e8c..98522b98a 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -160,7 +160,7 @@ class Exchange(object):
 
     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