Is it possible for historical market data to differ between real-time and the next day?

In my case, my algorithm evaluates the previous candle’s data and applies certain rules to decide whether to take a trade. During live trading, the real-time data satisfied all conditions, and the trade was executed. However, when I simulate the same scenario the next day using historical data, those same rules fail to trigger a trade.

Could the real-time data for a specific timestamp differ slightly from the historical data available later?

@Tanay1907 You can use below code to get token if you are using python

def get_symbol_token(trading_symbol, exchange="NFO"):
    url = "https://apiconnect.angelbroking.com/rest/secure/angelbroking/order/v1/searchScrip"
    payload = {"exchange": exchange, "searchscrip": trading_symbol}
    response = requests.post(url, json=payload, headers=headers)
    #print(response.text)
    data = response.json()
    
    if data.get("status") and "data" in data and len(data["data"]) > 0:
        return data["data"][0]["symboltoken"]
    print(f"[❌] Symbol token not found for {trading_symbol}")
    return None

in trading_symbol you need pass strike like below
BANKNIFTY27FEB2548300PE

So far I didn't used api secret key anywhere...
Now I'm trying to get a third party algo service and they are asking this api secret key

Can anyone confirm if anyone with key and secret can do anything with my funds otherthan trading?

Can anyone tell me what paramter or key I need to sue for this?
I've these parameter to place a ROBO order but, unable to apply trailing stoploss jump price

payload = {
"variety": "ROBO",
"tradingsymbol": symbol['strike'],
"symboltoken": symbol_token,
"transactiontype": transaction_type,
"exchange": EXCHANGE,
"ordertype": "LIMIT",
"producttype": "INTRADAY",
"duration": "DAY",
"price":symbol['limit'],
"squareoff":symbol['Take-Profit'],
"stoploss":symbol['Stop-Loss'],
"trailingStopLoss":symbol['Initial Trailing SL'],
"quantity": quantity
}