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The sentence goes "At the same time, data shows that…"

Can I use the word "data" without an article in the sentence?

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Yes, you can use data without an article. It is actually a plural noun of the much less commonly used word datum so normal rules for plurals apply to it. The reason you can use a definite article with data sometimes is because you can use "the" to refer to groups of nouns if you want to refer to a specific group in particular, so in this case, a specific grouping of data, rather than all or any data. This answer on the English stack exchange explains it succinctly.

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