How do I use SigOpt with a Proxy?

If you are connecting to SigOpt behind a proxy, you may need to configure your client appropriately.

conn.set_proxies({
  'http': 'http://10.10.1.10:3128',
  'https': 'http://user:pass@10.10.1.10:1080',
})

See the documentation for the requests module for more information.