What is a proxy and why

I just got BMCC 6k and all I get in Davinci after shooting is a proxy and no way to apply lut or change color

What is a proxy, I dont want a proxy

Switch to originals, if your computer is strong enough.

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What is a proxy, I dont want a proxy

As Uli mentions. And even if you got a most expensive, strong computer the proxies will be much smaller files for sending to collaborators while they are waiting to get copies of the originals. Proxies are not used for the final render, they are just a tool to help speed up parts of the post process.

But you should definitely have camera originals too.
What are the file sizes?