diff --git a/CHANGELOG.md b/CHANGELOG.md
index 255be7d..5ab8620 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -3,11 +3,16 @@
 ### Features
 1. [#281](https://github.com/influxdata/influxdb-client-python/pull/281): `FluxTable`, `FluxColumn` and `FluxRecord` objects have helpful reprs
 1. [#293](https://github.com/influxdata/influxdb-client-python/pull/293): `dataframe_serializer` supports batching
+1. [#301](https://github.com/influxdata/influxdb-client-python/pull/301): Add `proxy_headers` to configuration options
+
+### Documentation
+1. [#301](https://github.com/influxdata/influxdb-client-python/pull/301): How to configure proxy
 
 ### Bug Fixes
 1. [#283](https://github.com/influxdata/influxdb-client-python/pull/283): Set proxy server in config file
 1. [#290](https://github.com/influxdata/influxdb-client-python/pull/290): `Threshold` domain models mapping 
 1. [#290](https://github.com/influxdata/influxdb-client-python/pull/290): `DashboardService` responses types
+1. [#303](https://github.com/influxdata/influxdb-client-python/pull/303): Backslash escaping in serialization to Line protocol
 
 ## 1.19.0 [2021-07-09]
 
diff --git a/README.rst b/README.rst
index 268770c..0198265 100644
--- a/README.rst
+++ b/README.rst
@@ -76,6 +76,7 @@ InfluxDB 2.0 client features
     - `How to use Jupyter + Pandas + InfluxDB 2`_
 - Advanced Usage
     - `Gzip support`_
+    - `Proxy configuration`_
     - `Delete data`_
 
 Installation
@@ -1059,6 +1060,41 @@ Gzip support
 
 .. marker-gzip-end
 
+Proxy configuration
+^^^^^^^^^^^^^^^^^^^
+.. marker-proxy-start
+
+You can configure the client to tunnel requests through an HTTP proxy.
+The following proxy options are supported:
+
+- ``proxy`` - Set this to configure the http proxy to be used, ex. ``http://localhost:3128``
+- ``proxy_headers`` - A dictionary containing headers that will be sent to the proxy. Could be used for proxy authentication.
+
+.. code-block:: python
+
+   from influxdb_client import InfluxDBClient
+
+   with InfluxDBClient(url="http://localhost:8086",
+                       token="my-token",
+                       org="my-org",
+                       proxy="http://localhost:3128") as client:
+
+.. note::
+
+    If your proxy notify the client with permanent redirect (``HTTP 301``) to **different host**.
+    The client removes ``Authorization`` header, because otherwise the contents of ``Authorization`` is sent to third parties
+    which is a security vulnerability.
+
+    You can change this behaviour by:
+
+    .. code-block:: python
+
+       from urllib3 import Retry
+       Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT = frozenset()
+       Retry.DEFAULT.remove_headers_on_redirect = Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT
+
+.. marker-proxy-end
+
 Delete data
 ^^^^^^^^^^^
 .. marker-delete-start
diff --git a/docs/usage.rst b/docs/usage.rst
index 26f8315..f563181 100644
--- a/docs/usage.rst
+++ b/docs/usage.rst
@@ -10,18 +10,18 @@ Query
   :start-after: marker-query-start
   :end-before: marker-query-end
 
-Pandas DataFrame
-^^^^^^^^^^^^^^^^
-.. include:: ../README.rst
-  :start-after: marker-pandas-start
-  :end-before: marker-pandas-end
-
 Write
 ^^^^^
 .. include:: ../README.rst
   :start-after: marker-writes-start
   :end-before: marker-writes-end
 
+Pandas DataFrame
+^^^^^^^^^^^^^^^^
+.. include:: ../README.rst
+  :start-after: marker-pandas-start
+  :end-before: marker-pandas-end
+
 Delete data
 ^^^^^^^^^^^
 .. include:: ../README.rst
@@ -34,6 +34,12 @@ Gzip support
   :start-after: marker-gzip-start
   :end-before: marker-gzip-end
 
+Proxy configuration
+^^^^^^^^^^^^^^^^^^^
+.. include:: ../README.rst
+  :start-after: marker-proxy-start
+  :end-before: marker-proxy-end
+
 Debugging
 ^^^^^^^^^
 
diff --git a/influxdb_client/client/influxdb_client.py b/influxdb_client/client/influxdb_client.py
index 9ee7179..e0c471e 100644
--- a/influxdb_client/client/influxdb_client.py
+++ b/influxdb_client/client/influxdb_client.py
@@ -38,6 +38,8 @@ class InfluxDBClient(object):
         :key bool verify_ssl: Set this to false to skip verifying SSL certificate when calling API from https server.
         :key str ssl_ca_cert: Set this to customize the certificate file to verify the peer.
         :key str proxy: Set this to configure the http proxy to be used (ex. http://localhost:3128)
+        :key str proxy_headers: A dictionary containing headers that will be sent to the proxy. Could be used for proxy
+                                authentication.
         :key int connection_pool_maxsize: Number of connections to save that can be reused by urllib3.
                                           Defaults to "multiprocessing.cpu_count() * 5".
         :key urllib3.util.retry.Retry retries: Set the default retry strategy that is used for all HTTP requests
@@ -63,6 +65,7 @@ class InfluxDBClient(object):
         conf.verify_ssl = kwargs.get('verify_ssl', True)
         conf.ssl_ca_cert = kwargs.get('ssl_ca_cert', None)
         conf.proxy = kwargs.get('proxy', None)
+        conf.proxy_headers = kwargs.get('proxy_headers', None)
         conf.connection_pool_maxsize = kwargs.get('connection_pool_maxsize', conf.connection_pool_maxsize)
         conf.timeout = timeout
 
diff --git a/influxdb_client/client/write/point.py b/influxdb_client/client/write/point.py
index 98af23e..04d3c9c 100644
--- a/influxdb_client/client/write/point.py
+++ b/influxdb_client/client/write/point.py
@@ -18,7 +18,6 @@ EPOCH = UTC.localize(datetime.utcfromtimestamp(0))
 DEFAULT_WRITE_PRECISION = WritePrecision.NS
 
 _ESCAPE_MEASUREMENT = str.maketrans({
-    '\\': r'\\',      # Note: this is wrong. Backslashes are not escaped like this in measurements.
     ',': r'\,',
     ' ': r'\ ',
     '\n': r'\n',
@@ -27,7 +26,6 @@ _ESCAPE_MEASUREMENT = str.maketrans({
 })
 
 _ESCAPE_KEY = str.maketrans({
-    '\\': r'\\',      # Note: this is wrong. Backslashes are not escaped like this in keys.
     ',': r'\,',
     '=': r'\=',
     ' ': r'\ ',
diff --git a/influxdb_client/configuration.py b/influxdb_client/configuration.py
index 53b55d6..0132cf1 100644
--- a/influxdb_client/configuration.py
+++ b/influxdb_client/configuration.py
@@ -112,6 +112,8 @@ class Configuration(six.with_metaclass(TypeWithDefault, object)):
 
         # Proxy URL
         self.proxy = None
+        # A dictionary containing headers that will be sent to the proxy
+        self.proxy_headers = None
         # Safe chars for path_param
         self.safe_chars_for_path_param = ''
 
diff --git a/influxdb_client/rest.py b/influxdb_client/rest.py
index c77f5f7..49a3592 100644
--- a/influxdb_client/rest.py
+++ b/influxdb_client/rest.py
@@ -107,6 +107,7 @@ class RESTClientObject(object):
                 cert_file=configuration.cert_file,
                 key_file=configuration.key_file,
                 proxy_url=configuration.proxy,
+                proxy_headers=configuration.proxy_headers,
                 **addition_pool_args
             )
         else:

diff --git a/tests/test_InfluxDBClient.py b/tests/test_InfluxDBClient.py
index db5a1ae..cbacdfa 100644
--- a/tests/test_InfluxDBClient.py
+++ b/tests/test_InfluxDBClient.py
@@ -5,7 +5,9 @@ import threading
 import unittest
 
 from influxdb_client import InfluxDBClient, Point
-from influxdb_client.client.write_api import SYNCHRONOUS, ASYNCHRONOUS, WriteOptions, WriteType
+from influxdb_client.client.write_api import WriteOptions, WriteType
+
+from tests.base_test import BaseTest
 
 
 class InfluxDBClientTest(unittest.TestCase):
@@ -167,6 +169,49 @@ class InfluxDBClientTest(unittest.TestCase):
         self.assertIsNone(api_client._pool)
         self.assertIsNone(self.client.api_client)
 
+
+class InfluxDBClientTestIT(BaseTest):
+    httpRequest = []
+
+    def tearDown(self) -> None:
+        super(InfluxDBClientTestIT, self).tearDown()
+        if hasattr(self, 'httpd'):
+            self.httpd.shutdown()
+        if hasattr(self, 'httpd_thread'):
+            self.httpd_thread.join()
+        InfluxDBClientTestIT.httpRequest = []
+
+    def test_proxy(self):
+        self._start_proxy_server()
+
+        self.client.close()
+        self.client = InfluxDBClient(url=self.host,
+                                     token=self.auth_token,
+                                     proxy=f"http://localhost:{self.httpd.server_address[1]}",
+                                     proxy_headers={'ProxyHeader': 'Val'})
+        ready = self.client.ready()
+        self.assertEqual(ready.status, "ready")
+        self.assertEqual(1, len(InfluxDBClientTestIT.httpRequest))
+        self.assertEqual('Val', InfluxDBClientTestIT.httpRequest[0].headers.get('ProxyHeader'))
+
+    def _start_proxy_server(self):
+        import http.server
+        import urllib.request
+
+        class ProxyHTTPRequestHandler(http.server.SimpleHTTPRequestHandler):
+
+            def do_GET(self):
+                InfluxDBClientTestIT.httpRequest.append(self)
+                self.send_response(200)
+                self.send_header('Content-type', 'application/json')
+                self.end_headers()
+                self.copyfile(urllib.request.urlopen(self.path), self.wfile)
+
+        self.httpd = http.server.HTTPServer(('localhost', 0), ProxyHTTPRequestHandler)
+        self.httpd_thread = threading.Thread(target=self.httpd.serve_forever)
+        self.httpd_thread.start()
+
+
 class ServerWithSelfSingedSSL(http.server.SimpleHTTPRequestHandler):
     def _set_headers(self):
         self.send_response(200)
diff --git a/tests/test_WriteApi.py b/tests/test_WriteApi.py
index 8480068..301d643 100644
--- a/tests/test_WriteApi.py
+++ b/tests/test_WriteApi.py
@@ -515,6 +515,30 @@ class WriteApiTestMock(BaseTest):
         self.assertEqual(1, len(requests))
         self.assertEqual("h2o,customer=California\\ Miner,id=132-987-655 level=1 1", requests[0].parsed_body)
 
+    def test_redirect(self):
+        from urllib3 import Retry
+        Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT = frozenset()
+        Retry.DEFAULT.remove_headers_on_redirect = Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT
+        self.influxdb_client.close()
+
+        self.influxdb_client = InfluxDBClient(url="http://localhost", token="my-token", org="my-org")
+
+        httpretty.register_uri(httpretty.POST, uri="http://localhost2/api/v2/write", status=204)
+        httpretty.register_uri(httpretty.POST, uri="http://localhost/api/v2/write", status=301,
+                               adding_headers={'Location': 'http://localhost2/api/v2/write'})
+
+        self.write_client = self.influxdb_client.write_api(write_options=SYNCHRONOUS)
+
+        self.write_client.write("my-bucket", "my-org", {"measurement": "h2o", "fields": {"level": 1.0}, "time": 1})
+
+        requests = httpretty.httpretty.latest_requests
+        self.assertEqual(2, len(requests))
+        self.assertEqual('Token my-token', requests[0].headers['Authorization'])
+        self.assertEqual('Token my-token', requests[1].headers['Authorization'])
+
+        from urllib3 import Retry
+        Retry.DEFAULT.remove_headers_on_redirect = Retry.DEFAULT_REMOVE_HEADERS_ON_REDIRECT
+
 
 class AsynchronousWriteTest(BaseTest):
 
diff --git a/tests/test_point.py b/tests/test_point.py
index f37e362..40446a9 100644
--- a/tests/test_point.py
+++ b/tests/test_point.py
@@ -267,7 +267,7 @@ class PointTest(unittest.TestCase):
         point._tags = {
             "empty_tag": "",
             "none_tag": None,
-            "backslash_tag": "C:\\",
+            "backslash_tag": "C:\\\\",
             "integer_tag": 2,
             "string_tag": "hello"
         }
@@ -379,6 +379,15 @@ class PointTest(unittest.TestCase):
 
         self.assertEqual('Type: "<class \'pytz.UTC\'>" of field: "level" is not supported.', f'{exception}')
 
+    def test_backslash(self):
+        point = Point.from_dict({"measurement": "test",
+                                 "tags": {"tag1": "value1", "tag2": "value\2", "tag3": "value\\3",
+                                          "tag4": r"value\4", "tag5": r"value\\5"}, "time": 1624989000000000000,
+                                 "fields": {"value": 10}}, write_precision=WritePrecision.NS)
+        self.assertEqual(
+            "test,tag1=value1,tag2=value\2,tag3=value\\3,tag4=value\\4,tag5=value\\\\5 value=10i 1624989000000000000",
+            point.to_line_protocol())
+
 
 if __name__ == '__main__':
     unittest.main()

 re-escaping the \ character when converting to line protocol
- **InfluxDB version: 1.8.5**
- **InfluxDB-python version: 1.18.0**
- **Python version: 3.6.9**
- **Operating system version: Ubuntu 18.04**

influx is re-escaping `\` character when converting to line protocol.
here is my python code
```
from influxdb import InfluxDBClient
connection = InfluxDBClient(host='localhost', database='telegraf')
points = [{
    "measurement": "test",
    "tags": {
        "tag1": "value1",
        "tag2": "value\2",
        "tag3": "value\\3",
        "tag4": r"value\4",
        "tag5": r"value\\5"
    },
    "time": 1624989000000000000,
    "fields": {
        "value": 10
    }
}]
connection.write_points(points)
```

influx db
```
> select * from test;
name: test
time                tag1   tag2   tag3     tag4     tag5       value
----                ----   ----   ----     ----     ----       -----
1624989000000000000 value1 value value\\3 value\\4 value\\\\5 10
> INSERT test,tag1=value1,tag2=value\2,tag3=value\3,tag4=value\4,tag5=value\\5 value=10i 1624999000000000000
> select * from test;
name: test
time                tag1   tag2    tag3     tag4     tag5       value
----                ----   ----    ----     ----     ----       -----
1624989000000000000 value1 value  value\\3 value\\4 value\\\\5 10
1624999000000000000 value1 value\2 value\3  value\4  value\\5   10
```

This was reported on slack before some days please check the conversation link below
https://influxcommunity.slack.com/archives/CHQ5VG6F8/p1625576669051600

tests/test_point.py::PointTest::test_backslash tests/test_point.py::PointTest::test_lineprotocol_encode
tests/test_InfluxDBClient.py::InfluxDBClientTest::test_ConnectToSelfSignedServer tests/test_InfluxDBClient.py::InfluxDBClientTest::test_TrailingSlashInUrl tests/test_InfluxDBClient.py::InfluxDBClientTest::test_default_conf tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_env_connection_pool_maxsize tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_env_ssl tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_env_ssl_ca_cert tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_env_ssl_ca_cert_default tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_env_ssl_default tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_file_proxy tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_file_ssl tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_file_ssl_ca_cert tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_file_ssl_ca_cert_default tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_file_ssl_default tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_ini_file tests/test_InfluxDBClient.py::InfluxDBClientTest::test_init_from_toml_file tests/test_InfluxDBClient.py::InfluxDBClientTest::test_write_context_manager tests/test_WriteApi.py::WriteApiTestMock::test_redirect tests/test_WriteApi.py::WriteApiTestMock::test_writes_asynchronous_without_retry tests/test_WriteApi.py::WriteApiTestMock::test_writes_default_tags_dict_without_tag tests/test_WriteApi.py::WriteApiTestMock::test_writes_synchronous_without_retry tests/test_point.py::PointTest::test_DateTimeFormatting tests/test_point.py::PointTest::test_DateTimeUtc tests/test_point.py::PointTest::test_EqualSignEscaping tests/test_point.py::PointTest::test_FieldEscape tests/test_point.py::PointTest::test_FieldNullValue tests/test_point.py::PointTest::test_FieldTypes tests/test_point.py::PointTest::test_InstantFormatting tests/test_point.py::PointTest::test_MeasurementEscape tests/test_point.py::PointTest::test_OverrideTagField tests/test_point.py::PointTest::test_TagEmptyKey tests/test_point.py::PointTest::test_TagEmptyValue tests/test_point.py::PointTest::test_TagEscapingKeyAndValue tests/test_point.py::PointTest::test_Time tests/test_point.py::PointTest::test_TimePrecisionDefault tests/test_point.py::PointTest::test_TimeSpanFormatting tests/test_point.py::PointTest::test_from_dict_without_tags tests/test_point.py::PointTest::test_from_dict_without_timestamp tests/test_point.py::PointTest::test_infinity_values tests/test_point.py::PointTest::test_only_infinity_values tests/test_point.py::PointTest::test_point_protocol tests/test_point.py::PointTest::test_points_from_different_timezones tests/test_point.py::PointTest::test_timestamp tests/test_point.py::PointTest::test_timezone tests/test_point.py::PointTest::test_unsupported_field_type