Over the past few years, sleep research has shown impressive performance of deep neural networks in the area of automatic sleep-staging. Recent studies have demonstrated the necessity of combining multiple data sets to obtain sufficiently generalizing results. However, working with large amounts of sleep data can be challenging, both from a hardware perspective and because of the different preprocessing steps necessary for distinct data sources. Here we review the possible obstacles and present an open-source pipeline for automatic data loading. Our solution includes both a standardized data store as well as a 'data serving' portion which can be used to train neural networks on the standardized data, allowing for different configuration options for different studies and machine learning designs. The pipeline, including implementation, is made public to ensure better and more reproducible sleep research.