diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index ad94cb474..060858d7a 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -290,6 +290,7 @@ def _download_pair_history(
         if (
             pair_candles is None
             or len(pair_candles.index) == 0
+            or data.empty
             or prepend is True
             or erase is True
             or pair_candles_since_ms > (since_ms if since_ms else 0)