Whether or not the program is web based or Windows app is irrelevant. The method used for the datafeed is the key issue. If your ISP supports SOCKS proxy, most datafeeds should work though browser or windows based programs. Otherwise, that limits your choices to datafeeds/brokers that use HTTP for communication. You can still get streaming quotes if HTTP tunneling is used. For example, TD Ameritrade datafeed works with most proxies, as does Marketfeed and E*Trade