title: How does a cascading http proxy server works?
body: <p>Software like CCProxy in windows allows you to setup a cascading proxy.
  In squid we can do the same by mentioning a cache_peer directive?</p>
  
  <p>How does this work at application and TCP/IP layer ? Does it form a socket connection to the upstream proxy server ? Any details or RFCs in relation to this?</p>
  
  <p>PS - I want to implement it in Python for some testing purposes.</p>