If your Windows Phone 8 model has been updated to version 8.0.10501.127 of the OS, you now have the option of restricting background data while roaming, thus conserving some of your monthly data. This option is available on the updated Data Sense app. In addition, new 3G and Wi-Fi status icons will let you know when data is being transferred.
Both the icons and the background data restriction are available only if your carrier allows it.
Unpublicized GDR3 changes
1. Data Sense can now restrict background data when roaming
2. 3G and Wi-Fi icons show when data is being transmitted
source: MiMovilWindows (translated) via WMPoweruser