No play through Bluetooth headphones when idle

[KiwiCam]

I have recently bought an android music player. Spotify works perfectly when plugged in with earphones, but when I try to listen to it on my bluetooth headphones it only works when I am actively using the device. When it the device goes to standby the music stops playing as if it has lost connection to the device. However when I listen to music that is not on Spotify it works perfectly. 

Is there any way to keep the music playing when idle or is there something wrong with the settings? Thanks