Have a look at this link: https://chuonglepham.wordpress.com/2017/10/07/android-setmobiledataenabled-method/. You can find your answer there.

PLEASE BRING THIS BACK!
Between that and scheduling texts I have no other reason for using textra. Bring it back!

I too loved Textra. I even paid for the pro version. The stock cyanogenmod messaging app of my One+ can turn on data automatically to retrieve mms messages, so they must have found a way around this API.

Yea, why did they get rid of such a great feature? Thats why i downloaded this app. Looks like its time to uninstall and find a new one

I'm having to quit Textra because of this. I really liked it and would come back if they would fix this.

I've tested other apps like Google apps or Qkmessage and they have the auto activate data option also on lollipop. So please make the same on textra. It would be very nice!

I found sollution for device which has root:
http://stackoverflow.com/questions/26539445/the-setmobiledataenabled-method-is-no-longer-callable-as-of-android-l-and-later

Check command svc data enable and svc data disable

Same here on galaxy s4 lte

Same for me. It would be great to have it again.
I know that the API has been removed by Google but do you plan to re-enable this feature for rooted device for example ?