Is it possible to using command line or script that can download the
FTP file by using the proxy?
GNU WGET - HTTP and FTP file retrieval
GNU Wget is a free network utility to retrieve files from the World
Wide Web using HTTP and FTP, the two most widely used Internet
protocols. It works non-interactively, thus enabling work in the
background, after having logged off. The recursive retrieval of HTML
pages, as well as FTP sites is supported -- you can use Wget to make
mirrors of archives and home pages, or traverse the web like a WWW
robot (Wget understands /robots.txt).