SSL Verification failed when trying to use OpenAI library

Hello govindarajan_d 

give it a try

import httpx

client = openai.AzureOpenAI(
api_key=AZURE_OPENAI_API_KEY,
azure_endpoint=AZURE_OPENAI_ENDPOINT,
api_version=API_VERSION,
http_client=httpx.Client(verify="/path/to/your/custom_certificate.pem")
)

not recommended for prod, but lets see if this works