diff --git a/docs/bot-optimization.md b/docs/bot-optimization.md
index c01a0a03d..9e754c213 100644
--- a/docs/bot-optimization.md
+++ b/docs/bot-optimization.md
@@ -260,12 +260,9 @@ class Awesomestrategy(IStrategy):
 
 The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
 
-!!! Note
-    The DataProvier is currently not available during backtesting / hyperopt, but this is planned for the future.
-
 All methods return `None` in case of failure (do not raise an exception).
 
-Please always check if the `DataProvider` is available to avoid failures during backtesting.
+Please always check the mode of operation to select the correct method to get data (samples see below).
 
 #### Possible options for DataProvider
 
@@ -292,6 +289,9 @@ if self.dp:
     Be carefull when using dataprovider in backtesting. `historic_ohlcv()` provides the full time-range in one go,
     so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
 
+!!! Warning Warning in hyperopt
+    This option cannot currently be used during hyperopt.
+
 #### Available Pairs
 
 ``` python
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 031b490c8..293511fc0 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -18,6 +18,7 @@ from freqtrade import DependencyException, constants
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.data import history
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.misc import file_dump_json
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -64,6 +65,15 @@ class Backtesting(object):
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
         self.strategylist: List[IStrategy] = []
+
+        exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title()
+        self.exchange = ExchangeResolver(exchange_name, self.config).exchange
+        self.fee = self.exchange.get_fee()
+
+        if self.config.get('runmode') != RunMode.HYPEROPT:
+            self.dataprovider = DataProvider(self.config, self.exchange)
+            IStrategy.dp = self.dataprovider
+
         if self.config.get('strategy_list', None):
             # Force one interval
             self.ticker_interval = str(self.config.get('ticker_interval'))
@@ -78,15 +88,13 @@ class Backtesting(object):
             self.strategylist.append(StrategyResolver(self.config).strategy)
         # Load one strategy
         self._set_strategy(self.strategylist[0])
-        exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title()
-        self.exchange = ExchangeResolver(exchange_name, self.config).exchange
-        self.fee = self.exchange.get_fee()
 
     def _set_strategy(self, strategy):
         """
         Load strategy into backtesting
         """
         self.strategy = strategy
+
         self.ticker_interval = self.config.get('ticker_interval')
         self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
         self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index 40754cfbc..d0b21b8f4 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -16,6 +16,7 @@ from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
                                             start)
@@ -346,6 +347,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
     assert callable(backtesting.advise_buy)
     assert callable(backtesting.advise_sell)
+    assert isinstance(backtesting.strategy.dp, DataProvider)
     get_fee.assert_called()
     assert backtesting.fee == 0.5
     assert not backtesting.strategy.order_types["stoploss_on_exchange"]
diff --git a/freqtrade/tests/test_freqtradebot.py b/freqtrade/tests/test_freqtradebot.py
index e4f0415f7..fa50b36e6 100644
--- a/freqtrade/tests/test_freqtradebot.py
+++ b/freqtrade/tests/test_freqtradebot.py
@@ -13,12 +13,14 @@ import requests
 
 from freqtrade import (DependencyException, OperationalException,
                        TemporaryError, constants)
+from freqtrade.data.dataprovider import DataProvider
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.persistence import Trade
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import State
-from freqtrade.strategy.interface import SellType, SellCheckTuple
-from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange, patch_edge, patch_wallet
+from freqtrade.strategy.interface import SellCheckTuple, SellType
+from freqtrade.tests.conftest import (log_has, log_has_re, patch_edge,
+                                      patch_exchange, patch_wallet)
 
 
 # Functions for recurrent object patching
@@ -88,6 +90,10 @@ def test_worker_running(mocker, default_conf, caplog) -> None:
     assert state is State.RUNNING
     assert log_has('Changing state to: RUNNING', caplog.record_tuples)
     assert mock_throttle.call_count == 1
+    # Check strategy is loaded, and received a dataprovider object
+    assert freqtrade.strategy
+    assert freqtrade.strategy.dp
+    assert isinstance(freqtrade.strategy.dp, DataProvider)
 
 
 def test_worker_stopped(mocker, default_conf, caplog) -> None: