This is very much dependent upon your destination, the sophistication of the foreign network provider and even the area in which you are trying access data. The bottom line - while you should have a similar experience to activity in the UK, it can't always be guaranteed, when roaming.
Roaming data will not be available unless your device's data settings are correctly configured.
To configure your data settings, check out the link and follow the simple, step-by-step instructions for your operating system: https://www.plan.com/apn-settings
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