I am accessing some external sites using company proxy server, in order to record in jMeter i have to change proxy settings to local host. Due to this i am unable to record those sites using jMeter. Can anyone help me on this issue.
You point jMeter proxy settings to your company proxy and your browser proxy to the local jMeter instance.
Gets you a flow like: Browser -> jMeter -> Company Proxy -> Internet
If you are testing from behind a firewall/proxy server, you may need to provide JMeter with the firewall/proxy server hostname and port number. To do so, run the jmeter[.bat] file from a command line with the following parameters:
jmeter -E https -H my.proxy.server -P 8000 -u username -a password -N localhost
Read more at https://jmeter.apache.org/usermanual/get-started.html#proxy_server
Also see: https://stackoverflow.com/questions/16669947/how-to-set-proxy-for-jmeter-from-behind-another-proxy