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Linux and Cygwin programs can usually use environment variables such as HTTP_PROXY, HTTPS_PROXY, FTP_PROXY, and others, in order to use a proxy server. But how do I chain proxies together? I sometimes need to do this when using Fiddler2 and a proxy server together. If I only wanted to use Fiddler2, I would need to set HTTP_PROXY and HTTPS_PROXY to http://localhost:8888. But how do I use Fiddler2 and another proxy?

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