improvements:

- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md

docs/includes/pairlists.md

@@ -63,7 +63,7 @@ The `refresh_period` setting allows to define the period (in seconds), at which
 The pairlist cache (`refresh_period`) on `VolumePairList` is only applicable to generating pairlists.
 Filtering instances (not the first position in the list) will not apply any cache and will always use up-to-date data.
 
-`VolumePairList` is based on the ticker data from exchange, as reported by the ccxt library:
+`VolumePairList` is per default based on the ticker data from exchange, as reported by the ccxt library:
 
 * The `quoteVolume` is the amount of quote (stake) currency traded (bought or sold) in last 24 hours.
 
@@ -76,6 +76,35 @@ Filtering instances (not the first position in the list) will not apply any cach
 }],
 ```
 
+`VolumePairList` can also operate in an advanced mode to build volume over a given timerange of specified candle size. It utilizes exchange historical candle data, builds a typical price (calculated by (open+high+low)/3), and multiplies it with every candle data's volume. The sum is the `quoteVolume` over the given range. This allows different scenarios, for a  more smoothened volume, when using longer ranges with larger candle sizes, or the opposite when using a short range with small candles.
+
+For convenience `lookback_days` can be specified, which will imply that 1d candles will be used for the lookback. In the example below the pairlist would be created based on the last 7 days:
+
+```json
+"pairlists": [{
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 86400,
+        "lookback_days": 7
+}],
+```
+!!! Warning "Range look back and refresh period"
+    When used in conjuction with `lookback_days` and `lookback_timeframe` the `refresh_period` can not be smaller than the candle size in seconds. As this will result in unnecessary requests to the exchanges API.
+
+More sophisticated approach can be used, by using `lookback_timeframe` for candle size and `lookback_period` which specifies the amount of candles. This example will build the volume pairs based on a rolling period of 3 days of 1h candles:
+
+```json
+"pairlists": [{
+        "method": "VolumePairList",
+        "number_assets": 20,
+        "sort_key": "quoteVolume",
+        "refresh_period": 3600,
+        "lookback_timeframe": "1h",
+        "lookback_timeframe": 72
+}],
+```
+
 !!! Note
     `VolumePairList` does not support backtesting mode.
 

freqtrade/plugins/pairlist/VolumePairList.py

@@ -147,12 +147,12 @@ class VolumePairList(IPairList):
                            .floor('minute')
                            .shift(minutes=-(self._lookback_period * self._tf_in_min)
                                   - self._tf_in_min)
-                           .float_timestamp) * 1000
+                           .int_timestamp) * 1000
 
             to_ms = int(arrow.utcnow()
                         .floor('minute')
                         .shift(minutes=-self._tf_in_min)
-                        .float_timestamp) * 1000
+                        .int_timestamp) * 1000
 
             # todo: utc date output for starting date
             self.log_once(f"Using volume range of {self._lookback_period} candles, timeframe: "