The story of Daniel is written as if it happened during the exile in Babylon. It was actually written more than 150 years after the people of Israel returned from Babylon. It is an example of a story that is set in a different time so that it can tell the truth to the people that they can't hear in a contemporary setting.
There are two examples of this in American t.v. shows:
MASH - which was set in the Korean War and told truths about the Vietnam War and the Civil Rights struggles of the 70's.
The original Star Trek was set in the future and told truths about the Civil Rights Movement, the movement for women's equality and welcoming the stranger.
Daniel is set in the Babylonian captivity and tells stories of how to resist oppressors, how to hold to your faith when it is challenged and how to trust in God when things look bad.