diff --git a/freqtrade/data/history/history_utils.py b/freqtrade/data/history/history_utils.py
index 9deab401e..8a65db26a 100644
--- a/freqtrade/data/history/history_utils.py
+++ b/freqtrade/data/history/history_utils.py
@@ -17,7 +17,6 @@ from freqtrade.constants import (
 from freqtrade.data.converter import (
     clean_ohlcv_dataframe,
     convert_trades_to_ohlcv,
-    ohlcv_to_dataframe,
     trades_df_remove_duplicates,
     trades_list_to_df,
 )
@@ -273,7 +272,7 @@ def _download_pair_history(
         )
 
         # Default since_ms to 30 days if nothing is given
-        new_data = exchange.get_historic_ohlcv(
+        new_dataframe = exchange.get_historic_ohlcv(
             pair=pair,
             timeframe=timeframe,
             since_ms=(
@@ -285,10 +284,6 @@ def _download_pair_history(
             candle_type=candle_type,
             until_ms=until_ms if until_ms else None,
         )
-        # TODO: Maybe move parsing to exchange class (?)
-        new_dataframe = ohlcv_to_dataframe(
-            new_data, timeframe, pair, fill_missing=False, drop_incomplete=True
-        )
         if data.empty:
             data = new_dataframe
         else:
diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 47ff89f46..9d84f59e4 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -2223,7 +2223,7 @@ class Exchange:
         candle_type: CandleType,
         is_new_pair: bool = False,
         until_ms: Optional[int] = None,
-    ) -> List:
+    ) -> DataFrame:
         """
         Get candle history using asyncio and returns the list of candles.
         Handles all async work for this.
@@ -2233,7 +2233,7 @@ class Exchange:
         :param since_ms: Timestamp in milliseconds to get history from
         :param until_ms: Timestamp in milliseconds to get history up to
         :param candle_type: '', mark, index, premiumIndex, or funding_rate
-        :return: List with candle (OHLCV) data
+        :return: Dataframe with candle (OHLCV) data
         """
         pair, _, _, data, _ = self.loop.run_until_complete(
             self._async_get_historic_ohlcv(
@@ -2246,7 +2246,7 @@ class Exchange:
             )
         )
         logger.info(f"Downloaded data for {pair} with length {len(data)}.")
-        return data
+        return ohlcv_to_dataframe(data, timeframe, pair, fill_missing=False, drop_incomplete=True)
 
     async def _async_get_historic_ohlcv(
         self,