diff --git a/freqtrade/context.py b/freqtrade/context.py
new file mode 100644
index 000000000..a8b245a15
--- /dev/null
+++ b/freqtrade/context.py
@@ -0,0 +1,11 @@
+from typing import Any, Dict
+from collections import namedtuple
+
+
+class Context(object):
+
+    # context data structure
+    context = namedtuple(
+        'context',
+        ['trades', 'ticker']
+    )