download connection fails as iPad goes to sleep mode

hi,

i've tried several download managers for downloading files ( I downloaded pro and ...) in iPad Air 2 iOS 8.3.

in all of them, I have the same issue:

just a little bit after ipad goes to sleep mode (by pushing the lock button or closing the Smart Cover or so), the connection will be lost, after reopening the iPad I see the failed status of the download progress and should resume the download manually. (Even when the iPad is connected to power supply)

i'm inevitable to keep the screen "ON" during a download progress using download managers.

AppStore works fine and downloads and updates the apps in background even if the ipad is in sleep mode.

apps like gmail can refresh themselves in background with no problem.

wwould you please help me?

i cant keep the screen "ON" for always :/

thanks in advanced.