diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index e09618a64..18b8fd84c 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -32,6 +32,7 @@ def parse_ticker_dataframe(ticker: list) -> DataFrame:
         'volume': 'max',
     })
     frame.drop(frame.tail(1).index, inplace=True)     # eliminate partial candle
+    logger.debug('Droppling last candle')
     return frame
 
 
diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py
index 4f6d5d247..5d279a529 100644
--- a/freqtrade/tests/data/test_history.py
+++ b/freqtrade/tests/data/test_history.py
@@ -339,7 +339,7 @@ def test_load_partial_missing(caplog) -> None:
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(tickerdata['UNITTEST/BTC'])
-    start_real = arrow.get(tickerdata['UNITTEST/BTC'][0][0] / 1000)
+    start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
     assert log_has(f'Missing data at start for pair '
                    f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog.record_tuples)
@@ -354,7 +354,8 @@ def test_load_partial_missing(caplog) -> None:
     # timedifference in 5 minutes
     td = ((end - start).total_seconds() // 60 // 5) + 1
     assert td != len(tickerdata['UNITTEST/BTC'])
-    end_real = arrow.get(tickerdata['UNITTEST/BTC'][-1][0] / 1000)
+    # Shift endtime with +5 - as last candle is dropped (partial candle)
+    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
     assert log_has(f'Missing data at end for pair '
                    f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
                    caplog.record_tuples)
diff --git a/freqtrade/tests/edge/test_edge.py b/freqtrade/tests/edge/test_edge.py
index 1f4673fe7..4fbe9c494 100644
--- a/freqtrade/tests/edge/test_edge.py
+++ b/freqtrade/tests/edge/test_edge.py
@@ -10,6 +10,7 @@ import numpy as np
 import pytest
 from pandas import DataFrame, to_datetime
 
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.strategy.interface import SellType
 from freqtrade.tests.conftest import get_patched_freqtradebot
@@ -280,7 +281,8 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
             123.45
         ] for x in range(0, 500)]
 
-    pairdata = {'NEO/BTC': ETHBTC, 'LTC/BTC': LTCBTC}
+    pairdata = {'NEO/BTC': parse_ticker_dataframe(ETHBTC),
+                'LTC/BTC': parse_ticker_dataframe(LTCBTC)}
     return pairdata
 
 
diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py
index d8a2fe697..017bf372f 100644
--- a/freqtrade/tests/test_misc.py
+++ b/freqtrade/tests/test_misc.py
@@ -34,7 +34,7 @@ def test_datesarray_to_datetimearray(ticker_history_list):
 def test_common_datearray(default_conf) -> None:
     strategy = DefaultStrategy(default_conf)
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': tick}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
     dataframes = strategy.tickerdata_to_dataframe(tickerlist)
 
     dates = common_datearray(dataframes)