Interacting quintessence models have been proposed to explain or,at least alleviate, the coincidence problem of late cosmicacceleration. We show that it is possible to construct models thatgive rise to three different epochs: radiation, matter andaccelerated, lasting long enough to allow the emergence of largescale structure. We confront our model with data on CosmicMicrowave Background temperature anisotropies, matter powerspectrum and Supernovae type Ia luminosity distances and find thatthe data are only capable of setting upper limits on theinteraction. We show how the integrated Sachs-Wolfe effect couldprovide indirect evidence of the existence of the interaction but,at present, the prospects that the coincidence problem can beexplained by the coupling of dark matter to dark energy are notstatistically favored by the data.