I have a game called dbz dokkan battle and it takes up a lot of space. The data file is saved in internal/data/data and it would be easier if it was on the SD card. Is there any way?
Welcome to Android Central. Unless the game has a setting to allow the data file to be stored on an SD card you just can't move it. The game wouldn't be able to find it.
Moving the app to the SD card won't change the location the phone stores things.
Look in the game's settings. If there's a setting for where the game saves its settings you can change it. Otherwise it's going to save its data to internal storage. (And that would be a poorly-designed game.)