I've recently started a course with Azure and have run into the following problem. It tasks me to authenticate the Azure SDK, and when clicking that it opens up the redbox asking me to allow websockets. I've tried looking everywhere and am lost in trying to fix this. I'm unsure of where I'm supposed to look on my laptop to allow this through. As far as I can understand currently, I need to get this through.
For compute instance Jupyter functionality to work, web socket communication must be enabled. Ensure your network allows websocket connections to *.instances.azureml.net and *.instances.azureml.ms.
