Data agents use code to process heterogeneous files and derive analytical insights. Scaling their training faces costly environment curation, privacy and intellectual-property restrictions, and difficulty verifying open-ended findings without known generative truth. Our core insight is to specify the world behind the files before generating the files themselves. We introduce Data World, a multi-agent engine that synthesizes environments, tasks, and rubrics from explicit mechanisms. Independent audits check target recoverability from observed files; rubrics support evaluation and RL rewards. Human preference-based curation for question realism selects 100 tasks across 50 held-out worlds and 16 domains for DataWorld-Bench. The engine also yields 2,135 training tasks from 1,037 disjoint worlds. Evaluation of ten frontier models shows that the benchmark remains challenging, particularly for insight discovery, with a consistent computation-insight gap. RL-zero training on the synthesized tasks produces DataWorld-35B-A3B from Qwen3.6-35B-A3B without trajectory distillation. Under matched evaluation, it improves over its base by 7.06 points on DataWorld-Bench, 14.28 on DAComp, 20.90 on DABstep-Hard, and 12.13 on JobBench, a broader occupational benchmark.

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