title: Making HTTPS requests in Python fails, but not HTTP
body: <p>I am sitting behind a corporate proxy. The following code doesn't allow me to get content from an HTTPS site. The HTTP and HTTPS proxy are both passed through an HTTP proxy. Why am I not able to access the site?</p>
  <pre><code>import requests
  url = 'https://www.theguardian.com'
  
  proxies = {
      'http': 'http://USERNAME:PASSWORD@IP:PORT',
      'https': 'http://USERNAME:PASSWORD@IP:PORT'
  }
  
  # Create the session and set the proxies.
  s = requests.Session()
  s.proxies = proxies
  
  # Make the HTTP request through the session.
  r = s.get('https://www.cnbc.com')
  r
  </code></pre>
  <p>The error message showing up is</p>
  <pre><code>SSLError: HTTPSConnectionPool(host='www.cnbc.com', port=443): Max retries exceeded with url: / (Caused by SSLError(SSLError(&quot;bad handshake: Error([('SSL routines', 'tls_process_server_certificate', 'certificate verify failed')])&quot;)))
  </code></pre>