diff --git a/docs/exchanges.md b/docs/exchanges.md
index 4b3833e72..2e5bdfadd 100644
--- a/docs/exchanges.md
+++ b/docs/exchanges.md
@@ -40,6 +40,10 @@ Due to the heavy rate-limiting applied by Kraken, the following configuration se
     },
 ```
 
+!!! Warning "Downloading data from kraken"
+    Downloading kraken data will require significantly more memory (RAM) than any other exchange, as the trades-data needs to be converted into candles on your machine.
+    It will also take a long time, as freqtrade will need to download every single trade that happened on the exchange for the pair / timerange combination, therefore please be patient.
+
 ## Bittrex
 
 ### Order types