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I wonder if your phone settings are set to disable data when screen is asleep or after a period of sleep?
Check your phone settings in 'Power' and see if 'disable mobile data when phone is asleep' is checked, also look inside the 'power saving' options (if available) as these can disable the data after a period of time also.
If those are all good do you have any apps such as JuiceDefender, CleanMaster or anything esle which is meant to automatically clean your phone or save battery? These can either disable the network connection or close the processes which are being used to stream the music.
Try uninstalling any of these apps and see if it fixes the issue.