Did you use the online configurator for your specific OnePlus 2 model?
http://48months.tweakker.com/choose/1+
If you configured the settings manually then almost certainly you have configured something incorrectly.
Double check the settings against those in the post that I linked to.
If you can't see any discrepancies then post screenshots of your settings if possible or else just transcribe them and post them here for review.
The most common mistake is to have Authentication type set to something rather than leaving it blank/not set or having APN type set to default,mms,supl instead of * (or vice versa).
After any changes to the APN always reboot or at least switch airplane mode on and then off again to force a reconnection to the network.
Hope this helps.
