Why am I unable to download data to use with Datafeed Toolbox when connecting via a proxy server that requires authentication?

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I want to use Datafeed Toolbox to download data from quote.yahoo.com. However, I am using a proxy server that requires authentication.

Accepted Answer

MathWorks Support Team
MathWorks Support Team on 25 Sep 2013
The ability to specify a username and password with a proxy server has been implemented in MATLAB 7.7 (R2008b).
See the following for information on configuring the Proxy server in MATLAB Web Preferences:
<http://www.mathworks.com/help/matlab/matlab_env/web-browsers-and-matlab.html>
For previous versions, read below:
The ability to connect to the Internet using a proxy server that requires a login and password is not available in MATLAB.
As a workaround, you can take advantage of commercial and freeware proxy tunneling programs that support just about any type of proxy server.
You can configure a tunneling program to listen at a specific port and to forward the connections to the specified proxy in the specified format (HTTP, SOCKS etc). You can connect MATLAB to the local proxy tunneling program and the tunneling program can handle the proxy server that requires authentication. Users behind a firewall will need to contact their network administrator to find out if they are allowed to use such a program to bypass the firewall.
Tunneling programs can be found by searching for "HTTP tunnel" or "proxy tunnel" in a search engine.

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