diff --git a/freqtrade/data/dataprovider.py b/freqtrade/data/dataprovider.py
index 19b5df652..42fe2f603 100644
--- a/freqtrade/data/dataprovider.py
+++ b/freqtrade/data/dataprovider.py
@@ -179,15 +179,19 @@ class DataProvider:
         if producer_name not in self.__producer_pairs_df:
             # We don't have data from this producer yet,
             # so we can't append a candle
-            return (False, 0)
+            return (False, 999)
 
         if pair_key not in self.__producer_pairs_df[producer_name]:
             # We don't have data for this pair_key,
             # so we can't append a candle
-            return (False, 0)
+            return (False, 999)
 
         # CHECK FOR MISSING CANDLES
-        # return (False, int > 0)
+        # Calculate difference between last candle in local dataframe
+        # and first candle in incoming dataframe. Take difference and divide
+        # by timeframe to find out how many candles we still need. If 1
+        # then the incoming candle is the right candle. If more than 1,
+        # return (False, missing candles - 1)
 
         existing_df, _ = self.__producer_pairs_df[producer_name][pair_key]
         appended_df = self._append_candle_to_dataframe(existing_df, dataframe)
@@ -207,8 +211,8 @@ class DataProvider:
         if existing.iloc[-1]['date'] != new.iloc[-1]['date']:
             existing = concat([existing, new])
 
-        # Only keep the last 1000 candles in memory
-        existing = existing[-1000:] if len(existing) > 1000 else existing
+        # Only keep the last 1500 candles in memory
+        existing = existing[-1500:] if len(existing) > 1000 else existing
 
         return existing
 
diff --git a/freqtrade/rpc/external_message_consumer.py b/freqtrade/rpc/external_message_consumer.py
index 17c4e1aa0..13c2e5fb3 100644
--- a/freqtrade/rpc/external_message_consumer.py
+++ b/freqtrade/rpc/external_message_consumer.py
@@ -248,7 +248,7 @@ class ExternalMessageConsumer:
 
         # Now send any subsequent requests published to
         # this channel's stream
-        async for request in channel_stream:
+        async for request, _ in channel_stream:
             logger.info(f"Sending request to channel - {channel} - {request}")
             await channel.send(request)
 
@@ -292,13 +292,13 @@ class ExternalMessageConsumer:
                 except (websockets.exceptions.ConnectionClosed):
                     # Just eat the error and continue reconnecting
                     logger.warning(f"Disconnection in {channel} - retrying in {self.sleep_time}s")
+                    await asyncio.sleep(self.sleep_time)
+                    break
 
                 except Exception as e:
                     # Just eat the error and continue reconnecting
                     logger.warning(f"Ping error {channel} - {e} - retrying in {self.sleep_time}s")
                     logger.debug(e, exc_info=e)
-
-                finally:
                     await asyncio.sleep(self.sleep_time)
                     break
 
@@ -372,10 +372,16 @@ class ExternalMessageConsumer:
 
         pair, timeframe, candle_type = key
 
+        if df.empty:
+            logger.info(f"Received Empty Dataframe for {key}")
+            return
+
         # If set, remove the Entry and Exit signals from the Producer
         if self._emc_config.get('remove_entry_exit_signals', False):
             df = remove_entry_exit_signals(df)
 
+        logger.info(f"Received {len(df)} candle(s) for {key}")
+
         if len(df) >= 999:
             # This is a full dataframe
             # Add the dataframe to the dataprovider
@@ -404,13 +410,14 @@ class ExternalMessageConsumer:
 
             if not did_append:
                 logger.info("Holes in data or no existing df, "
-                            f"requesting data for {key} from `{producer_name}`")
+                            f"requesting {n_missing} candles "
+                            f"for {key} from `{producer_name}`")
 
                 self.send_producer_request(
                     producer_name,
                     WSAnalyzedDFRequest(
                         data={
-                            "limit": n_missing if n_missing > 0 else 1000,
+                            "limit": n_missing,
                             "pair": pair
                         }
                     )
@@ -418,4 +425,5 @@ class ExternalMessageConsumer:
                 return
 
         logger.info(
-            f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`")
+            f"Consumed message from `{producer_name}` "
+            f"of type `RPCMessageType.ANALYZED_DF` for {key}")