I don't use Instagram but I'm assuming that's because of what Instagram loads while you scroll. There may be settings within Instagram to limit this similar to Facebook settings like "don't autoplay videos" and such. One thing you can do on your device settings end is to go into Settings - Apps - Instagram - Mobile Data and turn off background data usage.
yes there is an options that allows you to restrict the data usage for Instagram. you'll see only icons of pictures in the feed and to see the full one(original, not thumbnails) you will have to open it. same for videos
