I got my Samsung S4 2 years ago and worked like a charm.
Then there was an update and the button to quickly turn my Data on & off was gone. So I downloaded the "Power Toggles" app which allowed me to quickly turn my Data on and off.
Now another update, Lollipop, and now Power Toggles doesn't work (unless the phone is rooted because Google doesn't want 3rd party apps to access the mobile data) to turn my Data on and Off.
Is there a way to quickly turn on the Data without constantly going to SETTINGS > DATA USAGE > Turn on MOBILE DATA ?
Judging by some of the comments on the Google Play store for the app in question, this is likely a compatibility issue with the app and Lollipop. If you are not rooted then you may have to wait for a fix as the comments are as recent as today.
If your device is rooted, try uninstalling and reinstalling Power Toggles as the update that dropped last night fixed data toggles on rooted devices only.