iPad App to continue communicating even on lock screen

We have one user using the Tulip Player App every 30 minutes. When he try to use the App, Tulip Player start reconnecting. Most of the time, the Tulip Player reconnect in few seconds, but sometime, the Tulip App takes forever to reconnect. (he have to restart the Tulip Player App)

We are guessing that after the iPad goes to lock screen, the Player stop communicating with the server, and that cause our VPN or Proxy server to disconnect the session (which makes long time to reconnect).

Could the iPad Tulip Player App communicate with the server even if the iPad is automatically locked ? (Such like the YouTube app with YouTube premium ?)

(Disabling the iPad Auto-lock is not an option here. We would like to have good security.)