diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md
index 6d03f55ac..7fee559b8 100644
--- a/docs/bot-optimization.md
+++ b/docs/bot-optimization.md
@@ -247,7 +247,7 @@ All methods return `None` in case of failure (do not raise an exception).
 #### Possible options for DataProvider
 
 - `available_pairs` - Property containing cached pairs
-- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for all pairs in the whitelist
+- `ohlcv(pair, ticker_interval)` - Currently cached ticker data for all pairs in the whitelist, returns DataFrame or empty DataFrame
 - `historic_ohlcv(pair, ticker_interval)` - Data stored on disk
 - `runmode` - Property containing the current runmode.
 
diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index e75f6ce33..4f854e647 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -37,7 +37,7 @@ class DataProvider(object):
         """
         return list(self._exchange._klines.keys())
 
-    def ohlcv(self, pair: str, copy: bool = True) -> List[str]:
+    def ohlcv(self, pair: str, copy: bool = True) -> DataFrame:
         """
         get ohlcv data for the given pair as DataFrame
         Please check `available_pairs` to verify which pairs are currently cached.
@@ -49,7 +49,7 @@ class DataProvider(object):
         if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
             return self._exchange.klines(pair, copy)
         else:
-            return None
+            return DataFrame()
 
     def historic_ohlcv(self, pair: str, ticker_interval: str) -> DataFrame:
         """
diff --git a/freqtrade/exchange/__init__.py b/freqtrade/exchange/__init__.py
index e0e4d7723..03b28939e 100644
--- a/freqtrade/exchange/__init__.py
+++ b/freqtrade/exchange/__init__.py
@@ -162,7 +162,7 @@ class Exchange(object):
         if pair in self._klines:
             return self._klines[pair].copy() if copy else self._klines[pair]
         else:
-            return None
+            return DataFrame()
 
     def set_sandbox(self, api, exchange_config: dict, name: str):
         if exchange_config.get('sandbox'):
diff --git a/freqtrade/tests/data/test_dataprovider.py b/freqtrade/tests/data/test_dataprovider.py
index 9988d0fef..9f17da391 100644
--- a/freqtrade/tests/data/test_dataprovider.py
+++ b/freqtrade/tests/data/test_dataprovider.py
@@ -18,7 +18,8 @@ def test_ohlcv(mocker, default_conf, ticker_history):
     assert isinstance(dp.ohlcv('UNITTEST/BTC'), DataFrame)
     assert dp.ohlcv('UNITTEST/BTC') is not ticker_history
     assert dp.ohlcv('UNITTEST/BTC', copy=False) is ticker_history
-    assert dp.ohlcv('NONESENSE/AAA') is None
+    assert not dp.ohlcv('UNITTEST/BTC').empty
+    assert dp.ohlcv('NONESENSE/AAA').empty
 
     default_conf['runmode'] = RunMode.LIVE
     dp = DataProvider(default_conf, exchange)
@@ -28,7 +29,7 @@ def test_ohlcv(mocker, default_conf, ticker_history):
     default_conf['runmode'] = RunMode.BACKTEST
     dp = DataProvider(default_conf, exchange)
     assert dp.runmode == RunMode.BACKTEST
-    assert dp.ohlcv('UNITTEST/BTC') is None
+    assert dp.ohlcv('UNITTEST/BTC').empty
 
 
 def test_historic_ohlcv(mocker, default_conf, ticker_history):