Data connection on while in sleep

[ACiDGRiM]

Is there a way to prevent the data connecting from being disconnected while the phone is in sleep? I use skype for business calls, and I know it would be a battery drainer to have the DC on while in sleep, but that's something I can deal with.

I'm hoping that the phone will go to sleep mode (gaining all of the benefits of sleep such as no screen lit up) but keep a data connection for skype, or any program that needs it.