diff --git a/youtube_dl/socks.py b/youtube_dl/socks.py
index fece28062..0f5d7bdb2 100644
--- a/youtube_dl/socks.py
+++ b/youtube_dl/socks.py
@@ -55,7 +55,7 @@ class Socks5AddressType(object):
     ATYP_IPV6 = 0x04
 
 
-class ProxyError(IOError):
+class ProxyError(socket.error):
     ERR_SUCCESS = 0x00
 
     def __init__(self, code=None, msg=None):
@@ -123,7 +123,7 @@ class sockssocket(socket.socket):
         while len(data) < cnt:
             cur = self.recv(cnt - len(data))
             if not cur:
-                raise IOError('{0} bytes missing'.format(cnt - len(data)))
+                raise EOFError('{0} bytes missing'.format(cnt - len(data)))
             data += cur
         return data