diff --git a/src/bench/CMakeLists.txt b/src/bench/CMakeLists.txt
--- a/src/bench/CMakeLists.txt
+++ b/src/bench/CMakeLists.txt
@@ -2,6 +2,38 @@
 
 project(bitcoin-bench)
 
+set(BENCH_DATA_RAW_FILES
+	data/block413567.raw
+)
+
+# Process raw files.
+file(MAKE_DIRECTORY "${CMAKE_CURRENT_BINARY_DIR}/data")
+
+find_program(PYTHON python)
+foreach(_raw_file ${BENCH_DATA_RAW_FILES})
+	string(APPEND
+		_generated_header_output
+		"${CMAKE_CURRENT_BINARY_DIR}/${_raw_file}" ".h"
+	)
+
+	list(APPEND BENCH_DATA_GENERATED_HEADERS ${_generated_header_output})
+	get_filename_component(_test_name ${_raw_file} NAME_WE)
+
+	add_custom_command(
+		OUTPUT "${_generated_header_output}"
+		COMMAND "${PYTHON}"
+		ARGS
+			"data/convert-raw-to-header.py"
+			"${_test_name}"
+			"${_raw_file}" > "${_generated_header_output}"
+		COMMENT "Transforming raw file ${_raw_file} into header"
+		MAIN_DEPEDENCY "${_raw_file}"
+		DEPENDS "data/convert-raw-to-header.py"
+		VERBATIM
+		WORKING_DIRECTORY "${CMAKE_CURRENT_SOURCE_DIR}"
+	)
+endforeach()
+
 add_executable(bitcoin-bench
 	EXCLUDE_FROM_ALL
 	base58.cpp
@@ -9,7 +41,7 @@
 	bench_bitcoin.cpp
 	cashaddr.cpp
 	ccoins_caching.cpp
-#	checkblock.cpp TODO Fix including bench/data/*.raw files
+	checkblock.cpp
 	checkqueue.cpp
 	crypto_aes.cpp
 	crypto_hash.cpp
@@ -20,6 +52,9 @@
 	merkle_root.cpp
 	prevector.cpp
 	rollingbloom.cpp
+
+	# Add the generated headers to trigger the conversion command
+	${BENCH_DATA_GENERATED_HEADERS}
 )
 
 target_link_libraries(bitcoin-bench common bitcoinconsensus server)
diff --git a/src/bench/data/convert-raw-to-header.py b/src/bench/data/convert-raw-to-header.py
new file mode 100755
--- /dev/null
+++ b/src/bench/data/convert-raw-to-header.py
@@ -0,0 +1,21 @@
+#!/usr/bin/env python
+# Copyright (c) 2019 The Bitcoin developers
+
+import sys
+
+
+def main(test_name, input_file):
+    with open(input_file, "rb") as f:
+        contents = f.read()
+
+    print("static unsigned const char {}[] = {{".format(test_name))
+    print(", ".join(map(lambda x: "0x{:02x}".format(ord(x)), contents)))
+    print("};")
+
+
+if __name__ == "__main__":
+    if len(sys.argv) != 3:
+        print("We need additional pylons!")
+        sys.exit(1)
+
+    main(sys.argv[1], sys.argv[2])