I'm posting this because I tried searching for the answer myself and I was not able to find a solution. I was eventually able to figure out a way to get this to work & I hope this helps someone else in the future.
Scenario:
In Windows XP, I'm using Python with Pandas & Quandl to get data for a US Equity security using the following line of code:
bars = Quandl.get("GOOG/NYSE_SPY", collapse="daily")
Unfortunately, I was getting the following error:
urllib2.URLError: <urlopen error [Errno 10060] A connection attempt failed because the connected party did not properly respond after a period of time, or established connection failed because connected host has failed to respond>
@user3150079: kindly Ctrl+X / Ctrl+V your solution as an [Answer]. Such MOV is perfectly within StackOverflow
Solution:
I recognized that this was an issue with trying to contact a server without properly targeting my network's proxy server. Since I was not able to set the system variable for HTTP_PROXY, I added the following line which corrected the issue:
import os
os.environ['HTTP_PROXY']="10.11.123.456:8080"
Thanks - I'm interested to hear about any improvements to this solution or other suggestions.