For low power consumption I choose my end device in cyclic periodic time for 5 sec in AT mode. But my problem is Sometimes data cominfg from coordinator is missing. please guide me.
Yes of course … if your end device sleeps, it might miss data from the coordinator (or any node).
Sending to sleeping devices is inherently unreliable. The best design is to have your sleeping device send a message (even an I/O sample) when it wakes, then have remote code which detects the wake-message & immediately sends any messages.
Yah, I suppose the Zigbee design is supposed to handle this more transparently, but I’ve found you need very deep understanding of settings to make such features work.