How to unblock Fidelity Active Trader Pro app running on Windows 10? (UTM 9.510-5)

Question

I have URL filtering enabled and it is blocking Fidelity's Active Trader Pro app in Windows 10. Can someone please advise how to unblock the app? 
 
 I suspect the web filter is to blame because the app works just fine when I turn web filtering off in the Web Protection > Web Filtering > Global tab. 
 
 My current setup is "URL filtering only" in the HTTPS tab. 
 
 In the Filtering Options Exceptions tab I added this entry for Fidelity: ^https?://([A-Za-z0-9.-]*\.)?fidelity\.com/ and activated the toggle button. This did not help. 
 
 The Fidelity app works on Windows 7 but not on Windows 10. 
 
 Just before Active Trader Pro crashes on Windows 10, the Web Filtering log creates these two entries: 
 
 2018:08:26-10:44:50 sophos httpproxy[3784]: id="0003" severity="info" sys="SecureWeb" sub="http" request="(nil)" function="http_parser_context_execute" file="http_parser_context.c" line="97" message="Unable to parse a http message of 2920 bytes (HPE_INVALID_METHOD: invalid HTTP method)" 
 2018:08:26-10:44:50 sophos httpproxy[3784]: id="0003" severity="info" sys="SecureWeb" sub="http" request="0xd413c600" function="read_request_headers" file="request.c" line="1590" message="unable to parse a http message on handler 121 (Resource temporarily unavailable)" 
 
 The Fidelity app, on the other hand, has the following errors its the log file: 
 
 '2018-08-26 10:45:19.3818 [5] Fatal : Unhandled Domain Exception System.Net.Sockets.SocketException (0x80004005): An existing connection was forcibly closed by the remote host at System.Net.Sockets.Socket.Shutdown(SocketShutdown how) at AcquireMedia.NewsEdge.API.News.NewsEdgeSession.?????????????????????????????????????????() at AcquireMedia.NewsEdge.API.News.NewsEdgeSession.?????????????????????????????????????????.?????????????????????????????????????????(Object ) at AcquireMedia.NewsEdge.API.News.TaskQueue.?????????????????????????????????????????(Object ) at System.Threading.QueueUserWorkItemCallback.WaitCallback_Context(Object state) at System.Threading.ExecutionContext.RunInternal(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx) at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state, Boolean preserveSyncCtx) at System.Threading.QueueUserWorkItemCallback.System.Threading.IThreadPoolWorkItem.ExecuteWorkItem() at System.Threading.ThreadPoolWorkQueue.Dispatch() at System.Threading._ThreadPoolWaitCallback.PerformWaitCallback()' 
 
 Any help would be appreciated. Thank you.

BAlfson · Accepted Answer

Hi and welcome to the UTM Community! 
 Some Apps just don't play well with a Proxy, and this looks to be one, so no Exception will work. 
 You will need to skip the Proxy for this traffic. It's possible to do this easily with Web Filtering in Transparent mode if you know the IPs the app needs to reach. How are you configured? Is this a business or a free home-use license? 
 Cheers - Bob

BAlfson · Answer

Correct, in the 'Transparent Mode Skiplist' in the destinations box. 
 Cheers - Bob

DouglasFoster · Answer

There are only a few valid methods, Connect, Get, Put, and maybe one other. Fidelity apparently uses a custom plug-in to implement other methods, and the Web Filter has detected that somebody is cheating by not following the RFC specification. Webfilter bypass is necessary because of the standards bypass.