A proxy server is an intermediate server located between the client and the target server. It can send requests to the target server on behalf of the client and forward the data returned by the target server to the client. 

During the data capture process, using a proxy server can improve the speed and stability of data capture, which is mainly reflected in the following aspects:

1. Caching mechanism improves data capture speed

The proxy server has a caching mechanism. When the client sends the same request multiple times, the proxy server will directly obtain the data from the cache, avoiding repeated requests to the target server, thereby reducing network transmission time and increasing the speed of data capture. 

Especially for some commonly used web pages or static resources, proxy servers can greatly speed up data crawling.

2. Load balancing optimizes data fetching performance

The proxy server also has a load balancing function, which can distribute requests to different target servers according to the load of the target server, thereby optimizing the performance of data crawling. 

When the load on the target server is high, the proxy server will forward the request to a server with a lower load, thus avoiding the overload of a single server and ensuring the stability of data capture.

3. IP address hiding protects data capture security

Using a proxy server can hide the client's real IP address and protect the security of data capture. When carrying out large-scale data crawling, if a proxy server is not used, the client's IP address may be recognized by the target server and access will be restricted. 

By using a proxy server, you can avoid being identified by the target server by constantly changing the IP address and ensure the smooth progress of data capture.

4. Provide a stable network environment

The proxy server can serve as a buffer to store request and response information between the client and the target server, thereby balancing network traffic and ensuring a stable network environment during the data capture process. 

When the network jitters or the target server fails, the proxy server can temporarily store the request and wait for the network to return to normal before forwarding it to avoid interruption of data capture and ensure the stability of data capture.

5. Provide more functions and customized needs

The proxy server can also provide more functions, such as logging, data filtering, data compression, etc., to meet the customized needs of the client. For example, when crawling data, the client can set specific rules through the proxy server to filter out the required data, reduce unnecessary transmission, and improve the efficiency of data crawling.

In general, using a proxy server can improve the speed and stability of data capture, protect the security of data capture, and meet the client's customized needs, thereby improving the efficiency and quality of data capture. 

Especially for large-scale data capture, using a proxy server is an essential choice. Therefore, we can say that proxy servers play an indispensable and important role in data scraping.