how to do a Rest call in javascript for CONNECT method

I'm trying to create a socket between my web page and a nodejs server using the method CONNECTION. I have already succeeded in creating the server and client with nodejs (I attach the code below)

The problem is that I do not know how to do a CONNECT call, I have tried with XMLHttpRequest but a security exception (unsupported operation) is thrown when I make the request.

How can I do it?

Thanks in advance

Web client:

var request = new XMLHttpRequest();
request.open('CONNECT',"localhost:1337",true)

exception thrown:

Uncaught SecurityError: Failed to execute 'open' on 'XMLHttpRequest': 'CONNECT' HTTP method is unsupported.

SimpleCliente.js:

var http = require('http');
var options = {
    port: 1337,
    hostname: '127.0.0.1',
    method: 'CONNECT'
};

var req = http.request(options);
req.end();

req.on('connect', function(res, socket, head) {
    console.log('got connected!');
    socket.on('data', function(chunk) {
        console.log(chunk.toString());
    });
    socket.on('end', function() {
        console.log("Finished")
    });
});

SimpleServer.js

var http = require('http');
var fs = require ('fs')

// Create an HTTP tunneling proxy
var proxy = http.createServer(function (req, res) {
    console.log("creating server function")
    res.writeHead(200, {'Content-Type': 'text/plain'});
    res.end('okay');
});
proxy.on('connect', function(req, cltSocket, head) {
    console.log("connect function")
    cltSocket.write('HTTP/1.1 200 Connection Established\r\n' +
        'Proxy-agent: Node-Proxy\r\n' +
        '\r\n');

    var rdStream= fs.createReadStream("../dashboard/data/random-data/100/csv0.csv");
    rdStream.pipe(cltSocket);
});

proxy.listen(1337)