Data traffic disabled when turn off the screen

[#1]

I use to keep the data traffic turned on, but when I turn off the screen (manually or automatically), the data traffic automatically is disabled.

What should I do to keep the data traffic turned on, even with screen off?

[Jake-SonyXperia]

Just to clarify that you are talking about 3G data and not Wifi as I am aware that Wifi has a sleep policy that can be used, however Data traffic does not,

Sorry for the inconvenience.