diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 7abd0453f..90db82f74 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -174,9 +174,10 @@ def trades_to_ohlcv(trades: List, timeframe: str) -> DataFrame:
     """
     from freqtrade.exchange import timeframe_to_minutes
     timeframe_minutes = timeframe_to_minutes(timeframe)
-    df = pd.DataFrame(trades)
-    df['datetime'] = pd.to_datetime(df['datetime'])
-    df = df.set_index('datetime')
+    df = pd.DataFrame(trades, columns=DEFAULT_TRADES_COLUMNS)
+    df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms',
+                                     utc=True,)
+    df = df.set_index('timestamp')
 
     df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
     df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()
diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 86d90f8aa..a7490f17b 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -264,7 +264,11 @@ def _download_trades_history(exchange: Exchange,
         # TradesList columns are defined in constants.DEFAULT_TRADES_COLUMNS
         # DEFAULT_TRADES_COLUMNS: 0 -> timestamp
         # DEFAULT_TRADES_COLUMNS: 1 -> id
+
         from_id = trades[-1][1] if trades else None
+        if trades and since < trades[-1][0]:
+            # Reset since to the last available point
+            since = trades[-1][0]
 
         logger.debug("Current Start: %s", trades[0][0] if trades else 'None')
         logger.debug("Current End: %s", trades[-1][0] if trades else 'None')
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index d4aa21a1d..50a32603b 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -9,7 +9,7 @@ from pandas import DataFrame, read_json, to_datetime
 from freqtrade import misc
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DEFAULT_DATAFRAME_COLUMNS
-from freqtrade.converter import trades_dict_to_list
+from freqtrade.data.converter import trades_dict_to_list
 
 from .idatahandler import IDataHandler, TradeList