Data-tier gating

Also seen as: data entitlement, required data product, plan-gated data

Why is market data gated by level at all?

Because market data is licensed from data providers, and depth is the expensive part of it. Broad recent coverage costs far less to supply than decades of deep history across many exchanges, so access is tiered rather than uniform. Gating is how that difference reaches the product, and it is the reason two accounts running byte-identical strategies can be offered different earliest start years.

What does data-tier gating control today?

Nothing that stops a run. The plan attached to your account is resolved for every backtest and travels with it — that is what plan compliance checks — but the half of it that would limit history is not applied: the starting-year picker reaches back to 1792, the setting defaults to 2000, and a run is never refused because of the year you chose. See simulation start year, which owns that field.

The per-instrument side of the rule lives in the data rather than in a check you will hit: each instrument records the data level it needs, and no per-account data level is applied against it today. This page therefore describes the concept and where it currently stands — not an entitlement matrix, and not a limit you will meet.

Defaults in Fincanva

• The catalogue records a required data level per instrument. It is a property of the data, not a badge on screen.
• 2000 is the setting's default, not a hard limit: the starting-year picker reaches back to 1792.
• No plan-derived earliest-year floor is applied to a run today. Your plan is resolved and travels with every backtest, but nothing holds a run to an earliest year, so every account reaches the same history.
• A shorter reachable window changes results: the same rules measured over a shorter period produce different metrics — see coverage window.

Worked example

The effect a floor has, where one applies, is worth understanding even though none is enforced today. Take a strategy set to start in 2000 against an earliest-year floor of 2010: the run would start in 2010, and a decade of market history — including the 2008 decline — would sit outside it entirely. Every metric is computed only over the years a run actually covers, so the same rules would produce a different CAGR and max drawdown than a run reaching back to 2000. Today no account is held to such a floor.

Nothing about the strategy changed between the two cases. Only the data it could reach did — which is why two results that look comparable are not, unless they cover the same window.