diff --git a/freqtrade/data/history/hdf5datahandler.py b/freqtrade/data/history/hdf5datahandler.py
index 01b7af7e7..fd46115de 100644
--- a/freqtrade/data/history/hdf5datahandler.py
+++ b/freqtrade/data/history/hdf5datahandler.py
@@ -81,6 +81,7 @@ class HDF5DataHandler(IDataHandler):
             raise ValueError("Wrong dataframe format")
         pairdata = pairdata.astype(dtype={'open': 'float', 'high': 'float',
                                           'low': 'float', 'close': 'float', 'volume': 'float'})
+        pairdata = pairdata.reset_index(drop=True)
         return pairdata
 
     def ohlcv_append(
diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py
index 07c9a20df..8e1b0050a 100644
--- a/tests/data/test_datahandler.py
+++ b/tests/data/test_datahandler.py
@@ -366,7 +366,13 @@ def test_generic_datahandler_ohlcv_load_and_resave(
     timerange = TimeRange.parse_timerange(f"{startdt.replace('-', '')}-{enddt.replace('-', '')}")
 
     ohlcv = dhbase.ohlcv_load(pair, timeframe, timerange=timerange, candle_type=candle_type)
-    ohlcv1 = dh1.ohlcv_load('UNITTEST/NEW', timeframe, timerange=timerange, candle_type=candle_type)
+    if datahandler == 'hdf5':
+        ohlcv1 = dh1._ohlcv_load('UNITTEST/NEW', timeframe, timerange, candle_type=candle_type)
+        if candle_type == 'mark':
+            ohlcv1['volume'] = 0.0
+    else:
+        ohlcv1 = dh1.ohlcv_load('UNITTEST/NEW', timeframe,
+                                timerange=timerange, candle_type=candle_type)
 
     assert len(ohlcv) == len(ohlcv1)
     assert ohlcv.equals(ohlcv1)