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?

How far back a run may start. Your plan sets the earliest simulation start year — Free, Starter and Advanced each have one, Ultimate and Professional have none — and Fincanva applies it: the starting-year calendar greys out every earlier year, a save asking for one is refused, and a strategy that already starts earlier after a plan change is set aside by plan compliance rather than moved. What each plan includes owns the details.

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.

How does Fincanva handle it?

• 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, lifted to your plan's floor where that is later; on a plan with no floor the starting-year calendar reaches back to 1793.
• Your plan's earliest-year floor is applied: the calendar, the save and the run all hold a strategy to it, and a strategy that starts earlier is set aside, never moved to the floor for you.
• A shorter reachable window changes results: the same rules measured over a shorter period produce different metrics — see coverage window.

What does it look like in practice?

Take two accounts whose plans have different floors, one a decade later than the other. A strategy started at the later floor leaves that decade of market history — a major decline included, if one fell inside it — outside its run entirely, while the same strategy on the other plan may start ten years earlier. Every metric is computed only over the years a run actually covers, so the same rules produce a different CAGR and max drawdown from the later start than from the earlier one. Fincanva does not shorten a run for you: a strategy set to start before its plan's floor is set aside until its start moves to the floor or later, or the plan reaches its year.

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.