Except for specific cases NeoLoad does not support TCP/IP request testing. You could send them using some Java code in NeoLoad but it's not out of the box and you will have to grab your metrics by yourself in your code.
Web based application which launches a java applet which makes calls to remote server over TCP/IP requests.
Please let me know does neoload support this, if yes then how?
Do you mean WebSocket by "socks connection"? If your JAVA applet communicates with your server using WebSocket connection then you should be able to capture the traffic with...
After recording testing in IE, the NeoLoad only can capture the links in IE, cannot capture the links after Oracle Application pops up(Java Web Start (JWS)).
