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Using Python behind the proxy server

Yeah, like the title.

If you are using your computer behind the proxy and you want to write a Python script connect to a website and display a content.

I tried to use socket library but it’s failed and have the error message below :

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After searching on Google and found a useful link on StackOverFlow website. I change to use urllib2 and I can connect to website through my proxy server.

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Actually I allways find solution from this website, thank the guy who created it.