I followed 000010211 on configuring the Bloomberg client to connect through the SOCKS proxy, but it still doesn't work.
Bloomberg client via SOCKS proxy on UDPAssociate is not working even through we followed the best practice.
000010211 has been tested again and it works correctly at the time of article being published.
It is possible that the ProxySG is configured to DENY as its Default Proxy Policy, OR the ProxySG has ANY ANY DENY in its Web Access Layer last rule.
Please take note that all SOCKS connection traffic must be granted ALLOW access in order to be established. SOCKS traffic must also be granted access by the ProxySG.
This connection will fail if the ProxySG is not able to continue the connection upstream with DENY matched.
You can confirm this in the policy trace and PCAP.
The workaround to to exclude SOCKS protocols from the DENY rule, or add the source IP to be granted access.