diff --git a/freqtrade/data/history.py b/freqtrade/data/history.py
index 86d3c3071..3bec63926 100644
--- a/freqtrade/data/history.py
+++ b/freqtrade/data/history.py
@@ -63,12 +63,8 @@ def load_tickerdata_file(
     Load a pair from file, either .json.gz or .json
     :return tickerlist or None if unsuccesful
     """
-    path = make_testdata_path(datadir)
-    pair_s = pair.replace('/', '_')
-    file = path.joinpath(f'{pair_s}-{ticker_interval}.json')
-
-    pairdata = misc.file_load_json(file)
-
+    filename = pair_data_filename(datadir, pair, ticker_interval)
+    pairdata = misc.file_load_json(filename)
     if not pairdata:
         return None
 
@@ -147,6 +143,13 @@ def make_testdata_path(datadir: Optional[Path]) -> Path:
     return datadir or (Path(__file__).parent.parent / "tests" / "testdata").resolve()
 
 
+def pair_data_filename(datadir: Optional[Path], pair: str, ticker_interval: str) -> Path:
+    path = make_testdata_path(datadir)
+    pair_s = pair.replace("/", "_")
+    filename = path.joinpath(f'{pair_s}-{ticker_interval}.json')
+    return filename
+
+
 def load_cached_data_for_updating(filename: Path, ticker_interval: str,
                                   timerange: Optional[TimeRange]) -> Tuple[List[Any],
                                                                            Optional[int]]:
@@ -209,9 +212,7 @@ def download_pair_history(datadir: Optional[Path],
         )
 
     try:
-        path = make_testdata_path(datadir)
-        filepair = pair.replace("/", "_")
-        filename = path.joinpath(f'{filepair}-{ticker_interval}.json')
+        filename = pair_data_filename(datadir, pair, ticker_interval)
 
         logger.info(
             f'Download history data for pair: "{pair}", interval: {ticker_interval} '
@@ -236,8 +237,9 @@ def download_pair_history(datadir: Optional[Path],
         misc.file_dump_json(filename, data)
         return True
 
-    except Exception:
+    except Exception as e:
         logger.error(
-            f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}.'
+            f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
+            f'Error: {e}'
         )
         return False
diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py
index 15442f577..0d4210d3a 100644
--- a/freqtrade/tests/data/test_history.py
+++ b/freqtrade/tests/data/test_history.py
@@ -321,7 +321,8 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
     _clean_test_file(file1_1)
     _clean_test_file(file1_5)
     assert log_has(
-        'Failed to download history data for pair: "MEME/BTC", interval: 1m.',
+        'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
+        'Error: File Error',
         caplog.record_tuples
     )
 
diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py
index 2da6b8718..c7bcf7edf 100644
--- a/freqtrade/tests/test_misc.py
+++ b/freqtrade/tests/test_misc.py
@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
                             file_dump_json, file_load_json, format_ms_time, shorten_date)
-from freqtrade.data.history import load_tickerdata_file, make_testdata_path
+from freqtrade.data.history import load_tickerdata_file, pair_data_filename
 from freqtrade.strategy.default_strategy import DefaultStrategy
 
 
@@ -60,13 +60,13 @@ def test_file_dump_json(mocker) -> None:
 def test_file_load_json(mocker) -> None:
 
     # 7m .json does not exist
-    ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-7m.json'))
+    ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m'))
     assert not ret
     # 1m json exists (but no .gz exists)
-    ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-1m.json'))
+    ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m'))
     assert ret
     # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
-    ret = file_load_json(make_testdata_path(None).joinpath('UNITTEST_BTC-8m.json'))
+    ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m'))
     assert ret