diff --git a/freqtrade/data/converter/trade_converter_kraken.py b/freqtrade/data/converter/trade_converter_kraken.py
index ec5b265f7..614d97b2a 100644
--- a/freqtrade/data/converter/trade_converter_kraken.py
+++ b/freqtrade/data/converter/trade_converter_kraken.py
@@ -41,7 +41,7 @@ def import_kraken_trades_from_csv(config: Config, convert_to: str):
 
     if pairs_raw := config.get('pairs'):
         pairs = expand_pairlist(pairs_raw, [m[0] for m in markets])
-        markets = [m for m in markets if m[0] in pairs]
+        markets = {m for m in markets if m[0] in pairs}
         if not markets:
             logger.info(f"No data found for pairs {', '.join(pairs_raw)}.")
             return
@@ -61,17 +61,18 @@ def import_kraken_trades_from_csv(config: Config, convert_to: str):
             continue
 
         trades = pd.concat(dfs, ignore_index=True)
+        del dfs
 
         trades.loc[:, 'timestamp'] = trades['timestamp'] * 1e3
         trades.loc[:, 'cost'] = trades['price'] * trades['amount']
         for col in DEFAULT_TRADES_COLUMNS:
             if col not in trades.columns:
-                trades[col] = ''
-
+                trades.loc[:, col] = ''
         trades = trades[DEFAULT_TRADES_COLUMNS]
         trades = trades_convert_types(trades)
 
         trades_df = trades_df_remove_duplicates(trades)
+        del trades
         logger.info(f"{pair}: {len(trades_df)} trades, from "
                     f"{trades_df['date'].min():{DATETIME_PRINT_FORMAT}} to "
                     f"{trades_df['date'].max():{DATETIME_PRINT_FORMAT}}")