Spin glasses are a longstanding model for the sluggish dynamics that appear at the glass transition. However, spin glasses differ from structural glasses in a crucial feature: they enjoy a time reversal symmetry. This symmetry can be broken by applying an external magnetic field, but embarrassingly little is known about the critical behavior of a spin glass in a field. In this context, the space dimension is crucial. Simulations are easier to interpret in a large number of dimensions, but one must work below the upper critical dimension (i.e., in d < 6) in order for results to have relevance for experiments. Here we show conclusive evidence for the presence of a phase transition in a four-dimensional spin glass in a field. Two ingredients were crucial for this achievement: massive numerical simulations were carried out on the Janus special-purpose computer, and a new and powerful finite-size scaling method.