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How to set up Apple ID passcode protection on Apple TV?

We have Apple TVs in our house and each member of the family has their Apple ID on it. However, people can switch into other family members’ accounts without a passcode being asked for. Surely there must be a way for each user to passcode protect access to their account just as we do with an iPhone or iPad? How do I set it up so that the privacy of each user is protected?