diff --git a/tests/test_data_portal.py b/tests/test_data_portal.py
index b69c1979..345e0fc7 100644
--- a/tests/test_data_portal.py
+++ b/tests/test_data_portal.py
@@ -23,13 +23,14 @@ from zipline.assets import Equity
 from zipline.testing.fixtures import (
     ZiplineTestCase,
     WithTradingSessions,
-    WithDataPortal
+    WithDataPortal,
+    alias,
 )
 
 
-class TestDataPortal(WithDataPortal,
-                     WithTradingSessions,
-                     ZiplineTestCase):
+class DataPortalTestBase(WithDataPortal,
+                         WithTradingSessions,
+                         ZiplineTestCase):
 
     ASSET_FINDER_EQUITY_SIDS = (1,)
     START_DATE = pd.Timestamp('2016-08-01')
@@ -374,3 +375,13 @@ class TestDataPortal(WithDataPortal,
         self.assertEqual(minutes[4], result,
                          "Asset 10000 had a trade on fourth minute, so should "
                          "return that as the last trade on the fifth.")
+
+
+class TestDataPortal(DataPortalTestBase):
+    DATA_PORTAL_LAST_AVAILABLE_SESSION = None
+    DATA_PORTAL_LAST_AVAILABLE_MINUTE = None
+
+
+class TestDataPortalExplicitLastAvailable(DataPortalTestBase):
+    DATA_PORTAL_LAST_AVAILABLE_SESSION = alias('START_DATE')
+    DATA_PORTAL_LAST_AVAILABLE_MINUTE = alias('END_DATE')
diff --git a/zipline/data/data_portal.py b/zipline/data/data_portal.py
index 8e9ca304..956fe61a 100644
--- a/zipline/data/data_portal.py
+++ b/zipline/data/data_portal.py
@@ -104,6 +104,10 @@ class DataPortal(object):
     adjustment_reader : SQLiteAdjustmentWriter, optional
         The adjustment reader. This is used to apply splits, dividends, and
         other adjustment data to the raw data from the readers.
+    last_available_session : pd.Timestamp, optional
+        The last session to make available in session-level data.
+    last_available_minute : pd.Timestamp, optional
+        The last minute to make available in minute-level data.
     """
     def __init__(self,
                  asset_finder,
@@ -113,7 +117,9 @@ class DataPortal(object):
                  equity_minute_reader=None,
                  future_daily_reader=None,
                  future_minute_reader=None,
-                 adjustment_reader=None):
+                 adjustment_reader=None,
+                 last_available_session=None,
+                 last_available_minute=None):
 
         self.trading_calendar = trading_calendar
         self.asset_finder = asset_finder
@@ -169,12 +175,14 @@ class DataPortal(object):
             self.trading_calendar,
             self.asset_finder,
             aligned_minute_readers,
+            last_available_minute,
         )
 
         _dispatch_session_reader = AssetDispatchSessionBarReader(
             self.trading_calendar,
             self.asset_finder,
             aligned_session_readers,
+            last_available_session,
         )
 
         self._pricing_readers = {
diff --git a/zipline/data/dispatch_bar_reader.py b/zipline/data/dispatch_bar_reader.py
index a80e66b6..dab38439 100644
--- a/zipline/data/dispatch_bar_reader.py
+++ b/zipline/data/dispatch_bar_reader.py
@@ -35,11 +35,21 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)):
     - readers : dict
         A dict mapping Asset type to the corresponding
         [Minute|Session]BarReader
+    - last_available_dt : pd.Timestamp or None, optional
+        If not provided, infers it by using the min of the
+        last_available_dt values of the underlying readers.
     """
-    def __init__(self, trading_calendar, asset_finder, readers):
+    def __init__(
+        self,
+        trading_calendar,
+        asset_finder,
+        readers,
+        last_available_dt=None,
+    ):
         self._trading_calendar = trading_calendar
         self._asset_finder = asset_finder
         self._readers = readers
+        self._last_available_dt = last_available_dt
 
         for t, r in iteritems(self._readers):
             assert trading_calendar == r.trading_calendar, \
@@ -72,7 +82,10 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)):
 
     @lazyval
     def last_available_dt(self):
-        return min(r.last_available_dt for r in self._readers.values())
+        if self._last_available_dt is not None:
+            return self._last_available_dt
+        else:
+            return min(r.last_available_dt for r in self._readers.values())
 
     @lazyval
     def first_trading_day(self):
diff --git a/zipline/testing/fixtures.py b/zipline/testing/fixtures.py
index 3570d255..98709ab8 100644
--- a/zipline/testing/fixtures.py
+++ b/zipline/testing/fixtures.py
@@ -1265,6 +1265,9 @@ class WithDataPortal(WithAdjustmentReader,
 
     DATA_PORTAL_FIRST_TRADING_DAY = None
 
+    DATA_PORTAL_LAST_AVAILABLE_SESSION = None
+    DATA_PORTAL_LAST_AVAILABLE_MINUTE = None
+
     def make_data_portal(self):
         if self.DATA_PORTAL_FIRST_TRADING_DAY is None:
             if self.DATA_PORTAL_USE_MINUTE_DATA:
@@ -1300,6 +1303,8 @@ class WithDataPortal(WithAdjustmentReader,
                 if self.DATA_PORTAL_USE_MINUTE_DATA else
                 None
             ),
+            last_available_session=self.DATA_PORTAL_LAST_AVAILABLE_SESSION,
+            last_available_minute=self.DATA_PORTAL_LAST_AVAILABLE_MINUTE,
         )
 
     def init_instance_fixtures(self):