diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index e47ddf6c8..b487ea56e 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -175,7 +175,7 @@ def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
 
 def pair_trades_filename(datadir: Path, pair: str) -> Path:
     pair_s = pair.replace("/", "_")
-    filename = datadir.joinpath(f'{pair_s}-trades.json')
+    filename = datadir.joinpath(f'{pair_s}-trades.json.gz')
     return filename
 
 
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index 55b8fe1d1..032c1b306 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -145,7 +145,7 @@ def test_pair_data_filename():
 def test_pair_trades_filename():
     fn = pair_trades_filename(Path('freqtrade/hello/world'), 'ETH/BTC')
     assert isinstance(fn, Path)
-    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json')
+    assert fn == Path('freqtrade/hello/world/ETH_BTC-trades.json.gz')
 
 
 def test_load_cached_data_for_updating(mocker) -> None: