diff --git a/freqtrade/commands/data_commands.py b/freqtrade/commands/data_commands.py
index 2c435a6e0..0c6f48088 100644
--- a/freqtrade/commands/data_commands.py
+++ b/freqtrade/commands/data_commands.py
@@ -64,6 +64,8 @@ def start_download_data(args: Dict[str, Any]) -> None:
     try:
 
         if config.get('download_trades'):
+            if config.get('trading_mode') == 'futures':
+                raise OperationalException("Trade download not supported for futures.")
             pairs_not_available = refresh_backtest_trades_data(
                 exchange, pairs=expanded_pairs, datadir=config['datadir'],
                 timerange=timerange, new_pairs_days=config['new_pairs_days'],
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index 4c5a83c9c..2b5504324 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -822,8 +822,10 @@ def test_download_data_trades(mocker, caplog):
         "--trading-mode", "futures",
         "--dl-trades"
     ]
+    with pytest.raises(OperationalException,
+                       match="Trade download not supported for futures."):
 
-    start_download_data(get_args(args))
+        start_download_data(get_args(args))
 
 
 def test_start_convert_trades(mocker, caplog):