diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index d6a458bf3..0aaa1654c 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -2279,6 +2279,7 @@ class Exchange:
 
                     from_id = t[-1][1]
                 else:
+                    logger.debug("Stopping as no more trades were returned.")
                     break
             except asyncio.CancelledError:
                 logger.debug("Async operation Interrupted, breaking trades DL loop.")