diff --git a/freqtrade/data/history/idatahandler.py b/freqtrade/data/history/idatahandler.py
index 47c2dd838..01c244f38 100644
--- a/freqtrade/data/history/idatahandler.py
+++ b/freqtrade/data/history/idatahandler.py
@@ -266,6 +266,11 @@ class IDataHandler(ABC):
     @classmethod
     def _pair_trades_filename(cls, datadir: Path, pair: str) -> Path:
         pair_s = misc.pair_to_filename(pair)
+        if ':' in pair:
+            # Futures pair ...
+            # TODO: this should not rely on ";" in the pairname.
+            datadir = datadir.joinpath('futures')
+
         filename = datadir.joinpath(f'{pair_s}-trades.{cls._get_file_extension()}')
         return filename
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index cdad46407..1ab9d2202 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -820,11 +820,6 @@ def test_download_data_trades(mocker):
         "--trading-mode", "futures",
         "--dl-trades"
     ]
-    with pytest.raises(OperationalException,
-                       match="Trade download not supported for futures."):
-        pargs = get_args(args)
-        pargs['config'] = None
-        start_download_data(pargs)
 
 
 def test_download_data_data_invalid(mocker):
diff --git a/tests/data/test_download_data.py b/tests/data/test_download_data.py
index 97640d01c..1518b28f3 100644
--- a/tests/data/test_download_data.py
+++ b/tests/data/test_download_data.py
@@ -78,10 +78,6 @@ def test_download_data_main_trades(mocker):
         "trading_mode": "futures",
     })
 
-    with pytest.raises(OperationalException,
-                       match="Trade download not supported for futures."):
-        download_data_main(config)
-
 
 def test_download_data_main_data_invalid(mocker):
     patch_exchange(mocker, id="kraken")
diff --git a/tests/data/test_history.py b/tests/data/test_history.py
index a48d34aee..106babd63 100644
--- a/tests/data/test_history.py
+++ b/tests/data/test_history.py
@@ -170,6 +170,7 @@ def test_json_pair_data_filename(pair, timeframe, expected_result, candle_type):
 
 @pytest.mark.parametrize("pair,expected_result", [
     ("ETH/BTC", 'freqtrade/hello/world/ETH_BTC-trades.json'),
+    ("ETH/USDT:USDT", 'freqtrade/hello/world/futures/ETH_USDT_USDT-trades.json'),
     ("Fabric Token/ETH", 'freqtrade/hello/world/Fabric_Token_ETH-trades.json'),
     ("ETHH20", 'freqtrade/hello/world/ETHH20-trades.json'),
     (".XBTBON2H", 'freqtrade/hello/world/_XBTBON2H-trades.json'),