diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index fc0d52caf..9e6a19de9 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -1678,7 +1678,8 @@ class Exchange:
         cached_pairs = []
         # Gather coroutines to run
         for pair, timeframe, candle_type in set(pair_list):
-            if timeframe not in self.timeframes:
+            if (timeframe not in self.timeframes
+                    and candle_type in (CandleType.SPOT, CandleType.FUTURES)):
                 logger.warning(
                     f"Cannot download ({pair}, {timeframe}) combination as this timeframe is "
                     f"not available on {self.name}. Available timeframes are "
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index b47c11b80..2f7655258 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -1886,9 +1886,12 @@ def test_refresh_latest_ohlcv(mocker, default_conf, caplog, candle_type) -> None
     caplog.clear()
     # Call with invalid timeframe
     res = exchange.refresh_latest_ohlcv([('IOTA/ETH', '3m', candle_type)], cache=False)
-    assert not res
-    assert len(res) == 0
-    assert log_has_re(r'Cannot download \(IOTA\/ETH, 3m\).*', caplog)
+    if candle_type != CandleType.MARK:
+        assert not res
+        assert len(res) == 0
+        assert log_has_re(r'Cannot download \(IOTA\/ETH, 3m\).*', caplog)
+    else:
+        assert len(res) == 1
 
 
 @pytest.mark.asyncio