Changing coal involves several considerations. One has already been mentioned by metengr, and that is the BTU content of the coal.
Another one is the moisture content. Higher moisture content can also mean that you have to burn more coal in order to heat and evaporate the moisture in the coal before combustion can initiate. It could change the ratio of coal that burns in suspension and that burns on the grate. Later ignition means that coal has to sit on the grate longer and might increase LOI to your ash pit off the end of the grate.
Another important consideration, especially with a chain grate stoker type unit is ash content; for two reasons.
One pertains to your chain grates ability to handle increased (or decreased) ash volume. A change in grate speed might have to be made.
The other has to do with the ash fusion temperature of the new coal. If the new coal has a lower ash fusion temperature it could cause clinkering on the grate or the boiler pressure parts. That would be a problem (if it isn't already.)
One other consideration that might have to be considered is how the new coal would distribute over the grate. If it is very similar, your present distributors might handle it with no problem. However, it might be different enough that it would require changes or modifications to your distributors or spreaders or what ever type of feeders you have.
rmw