Hi vpurohit,
The Lightstreamer .NET client library does not use proxy-specific code but relies upon the standard HttpWebRequest class, so you can configure the proxy support as you would do in any .NET application, by working on the HttpWebRequest.
For more detail you may take a look at "
Using the .NET client API behind a proxy", and also at this article: "
Working With Proxy Servers Get Your Internet App's Working With Them".
Marco