title: SOCKS5 request from Azure VM
body: <p>I have a Python 3 script that makes requests through a SOCKS5 proxy. I want to be able to run this script from an Azure VM. But when the request is being made I get the following error:</p>
  
  <pre><code>Not supported proxy scheme SOCKS5
  </code></pre>
  
  <p>I'm running Python 3.5.2 with requests 2.9.1 on an Ubuntu 16.10 LTS VM. I also installed pysocks to have requests works with SOCKS5.</p>
  
  <p>The code that does the request is as follows:</p>
  
  <pre><code>server = 'socks5://u:p@proxy.server.com:1080'
  proxies = { 'https': server, 'all': None }
  response = requests.get(request_url, proxies=proxies)
  </code></pre>
  
  <p>Te script runs fine locally. So it seems that Azure won't allow me to make use of SOCKS5 proxies.</p>
  
  <p>I've also added port 1080 as allowed outbound connection to the networking interface of the VM.</p>
  
  <p>How do I configure my VM in such a way that it will allow SOCKS5 connections from the </p>