As @CHMultimedia mentioned, that's the data saver option. That will essentially conserve the amount of data being used by background processes, and ensures that you're conscious about the amount of data actually being used with apps. In order to turn that off, you can go to Settings > Connections > Data Usage > Data Saver and toggle it off.
Have you gone to Settings > Connections > Data Usage > Data Saver ? The toggle should be located there. Is the toggle not working? What happens when you turn the toggle off?
