You can't use Stratum with a HTTP proxy because Stratum does not operate over HTTP, but you can use a SOCKS4/5 proxy.
For further assistance, please specify the type of proxy and the exact command-line arguments you have tried.
Unfortunately our corp proxy only (officially) supports HTTP/HTTPS over Port 80. The Stratum server I'm trying to connect to also supports Port 80, but like you said, stratum+tcp isn't http, so... Maybe I'll have to setup some convoluted tunneled connection to an outside box just to get this to work.
Thanks