diff --git a/freqtrade/data/converter.py b/freqtrade/data/converter.py
index 1e80ba13e..69ceed90e 100644
--- a/freqtrade/data/converter.py
+++ b/freqtrade/data/converter.py
@@ -248,7 +248,7 @@ def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:
     timeframe_minutes = timeframe_to_minutes(timeframe)
     if trades.empty:
         raise ValueError('Trade-list empty.')
-    df = trades.set_index('timestamp')
+    df = trades.set_index('date', drop=True)
 
     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/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 5e940134c..db0f7ade7 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -218,7 +218,7 @@ class IDataHandler(ABC):
         :return: List of trades
         """
         trades = trades_df_remove_duplicates(self._trades_load(pair, timerange=timerange))
-        trades['timestamp'] = to_datetime(trades['timestamp'], unit='ms', utc=True)
+        trades['date'] = to_datetime(trades['timestamp'], unit='ms', utc=True)
         return trades
 
     def trades_load_aslist(self, pair: str, timerange: Optional[TimeRange] = None) -> TradeList:
diff --git a/freqtrade/data/history/jsondatahandler.py b/freqtrade/data/history/jsondatahandler.py
index f4ef3f74d..1ca83e0be 100644
--- a/freqtrade/data/history/jsondatahandler.py
+++ b/freqtrade/data/history/jsondatahandler.py
@@ -102,7 +102,7 @@ class JsonDataHandler(IDataHandler):
                      column sequence as in DEFAULT_TRADES_COLUMNS
         """
         filename = self._pair_trades_filename(self._datadir, pair)
-        data.loc[:, 'timestamp'] = data.loc[:, 'timestamp'].view(np.int64) // 1000 // 1000
+        data.loc[:, 'timestamp'] = data.loc[:, 'timestamp']
         trades = data[DEFAULT_TRADES_COLUMNS].values.tolist()
         misc.file_dump_json(filename, trades, is_zip=self._use_zip)
 
diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py
index f0c367efe..9d8ae77e6 100644
--- a/tests/data/test_datahandler.py
+++ b/tests/data/test_datahandler.py
@@ -319,11 +319,11 @@ def test_hdf5datahandler_trades_load(testdatadir):
 
     # unfiltered load has trades before starttime
 
-    assert len(trades.loc[trades['timestamp'] < timerange.startdt]) >= 0
+    assert len(trades.loc[trades['timestamp'] < timerange.startts * 1000]) >= 0
     # filtered list does not have trades before starttime
     assert len(trades2.loc[trades2['timestamp'] < timerange.startts * 1000]) == 0
     # unfiltered load has trades after endtime
-    assert len(trades.loc[trades['timestamp'] > timerange.stopdt]) >= 0
+    assert len(trades.loc[trades['timestamp'] > timerange.stopts * 1000]) >= 0
     # filtered list does not have trades after endtime
     assert len(trades2.loc[trades2['timestamp'] > timerange.stopts * 1000]) == 0
     # assert len([t for t in trades2 if t[0] > timerange.stopts * 1000]) == 0
@@ -486,7 +486,8 @@ def test_featherdatahandler_trades_load(testdatadir):
     dh = get_datahandler(testdatadir, 'feather')
     trades = dh.trades_load('XRP/ETH')
     assert isinstance(trades, DataFrame)
-    assert trades.iloc[0]['timestamp'] == Timestamp('2019-10-11 00:00:11.620000+0000')
+    assert trades.iloc[0]['timestamp'] == 1570752011620
+    assert trades.iloc[0]['date'] == Timestamp('2019-10-11 00:00:11.620000+0000')
     assert trades.iloc[-1]['cost'] == 0.1986231
 
     trades1 = dh.trades_load('UNITTEST/NONEXIST')