diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index f4959db3b..79bc769e6 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -482,7 +482,6 @@ class Exchange:
 
     def reload_markets(self) -> None:
         """Reload markets both sync and async if refresh interval has passed """
-        asyncio.set_event_loop(self.loop)
         # Check whether markets have to be reloaded
         if (self._last_markets_refresh > 0) and (
                 self._last_markets_refresh + self.markets_refresh_interval
diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py
index be9284c92..6735df02b 100644
--- a/freqtrade/freqai/data_kitchen.py
+++ b/freqtrade/freqai/data_kitchen.py
@@ -17,9 +17,9 @@ from sklearn.model_selection import train_test_split
 from sklearn.neighbors import NearestNeighbors
 
 from freqtrade.configuration import TimeRange
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history.history_utils import refresh_backtest_ohlcv_data
 from freqtrade.exceptions import OperationalException
-from freqtrade.resolvers import ExchangeResolver
 from freqtrade.strategy.interface import IStrategy
 
 
@@ -895,22 +895,20 @@ class FreqaiDataKitchen:
 
         self.model_filename = f"cb_{coin.lower()}_{int(trained_timerange.stopts)}"
 
-    def download_all_data_for_training(self, timerange: TimeRange) -> None:
+    def download_all_data_for_training(self, timerange: TimeRange, dp: DataProvider) -> None:
         """
         Called only once upon start of bot to download the necessary data for
         populating indicators and training the model.
-        :params:
-        timerange: TimeRange = The full data timerange for populating the indicators
-        and training the model.
+        :param timerange: TimeRange = The full data timerange for populating the indicators
+                                      and training the model.
+        :param dp: DataProvider instance attached to the strategy
         """
-        exchange = ExchangeResolver.load_exchange(
-            self.config["exchange"]["name"], self.config, validate=False, load_leverage_tiers=False
-        )
-
         new_pairs_days = int((timerange.stopts - timerange.startts) / SECONDS_IN_DAY)
-
+        if not dp._exchange:
+            # Not realistic - this is only called in live mode.
+            raise OperationalException("Dataprovider did not have an exchange attached.")
         refresh_backtest_ohlcv_data(
-            exchange,
+            dp._exchange,
             pairs=self.all_pairs,
             timeframes=self.freqai_config["feature_parameters"].get("include_timeframes"),
             datadir=self.config["datadir"],
@@ -922,8 +920,6 @@ class FreqaiDataKitchen:
             prepend=self.config.get("prepend_data", False),
         )
 
-        exchange.close()
-
     def set_all_pairs(self) -> None:
 
         self.all_pairs = copy.deepcopy(
diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py
index 097ecf553..833fb50d6 100644
--- a/freqtrade/freqai/freqai_interface.py
+++ b/freqtrade/freqai/freqai_interface.py
@@ -273,7 +273,7 @@ class IFreqaiModel(ABC):
                     "corr_pairlist, this may take a while if you do not have the "
                     "data saved"
                 )
-                dk.download_all_data_for_training(data_load_timerange)
+                dk.download_all_data_for_training(data_load_timerange, strategy.dp)
                 self.dd.load_all_pair_histories(data_load_timerange, dk)
 
             if not self.scanning:
diff --git a/tests/freqai/test_freqai_interface.py b/tests/freqai/test_freqai_interface.py
index ec69a41c1..a36f80280 100644
--- a/tests/freqai/test_freqai_interface.py
+++ b/tests/freqai/test_freqai_interface.py
@@ -16,6 +16,7 @@ def is_arm() -> bool:
     machine = platform.machine()
     return "arm" in machine or "aarch64" in machine
 
+
 def test_train_model_in_series_LightGBM(mocker, freqai_conf):
     freqai_conf.update({"timerange": "20180110-20180130"})