The movie is set in 1930, but near the end of the movie the main character attempts to use CPR which isn't invented until 1954.
Molly Williams, a former slave in New York City, is often reported to be the first known female firefighter. She became a member of Oceanus Engine Company #11 in about 1815.
Set in the 1930s, the firefighters are shown wearing air tanks (SCBA). These were not available in FDNY in the 1930s.