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From the error message, it seems that you are using DSS REST API .NET SDK. Please see the method to configure proxy in this question.
How to extract FX rates from DSS using Rest or SOAP
how can I get list of all symbols I am subscribed to using TRTH or DSS or any other way?
How to get FX curve Month High , Year High and Week High price for RIC EUR=, GBP= and CAD = in dss API ?
In DSS SOAP API : How to extract reference data (static data) for instruments and sample C# code to extract end of day prices for equities
DSS API: Data Usage: Menu Instrument Extraction ; Menu Instrument Usage ; Menu Quote