We show that a general late-time interaction between cold dark matter and vacuum energy is favored by current cosmological data sets. We characterize the strength of the coupling by a dimensionless parameter q(V) that is free to take different values in four redshift bins from the primordial epoch up to today. This interacting scenario is in agreement with measurements of cosmic microwave background temperature anisotropies from the Planck satellite, supernovae Ia from Union 2.1 and redshift space distortions from a number of surveys, as well as with combinations of these different data sets. Our analysis of the 4-bin interaction shows that a nonzero interaction is likely at late times. We then focus on the case q(V)≠0 in a single low-redshift bin, obtaining a nested one parameter extension of the standard ΛCDM model. We study the Bayesian evidence, with respect to ΛCDM, of this late-time interaction model, finding moderate evidence for an interaction starting at z=0.9, dependent upon the prior range chosen for the interaction strength parameter q(V). For this case the null interaction (q(V)=0, i.e., ΛCDM) is excluded at 99% C.L.