HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create(http://hq.sinajs.cn/list=sh000001);
WebProxy myProxy = new WebProxy();
myProxy.Address = new Uri("http://proxy:port");
myProxy.Credentials = new NetworkCredential("username", "password");
request.Proxy = myProxy;
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
Stream respStream = response.GetResponseStream();
StreamReader reader = new StreamReader(respStream);
string line = reader.ReadLine();