Failed to open file when downloading from ftp using ftp4j

Question

I'm writing a program that needs to download files from an FTP, I'm using ftp4j for this, but have run into a problem. I can connect to the FTP and initiate the download however after a couple of seconds I get an error.

it.sauronsoftware.ftp4j.FTPException [code=550, message= Failed to open file.]
    at it.sauronsoftware.ftp4j.FTPClient.download(FTPClient.java:3479)

Here is my code:

 try {
                        client.connect(host);
                        client.login("anonymous", "anonymous");
                        FTPFile[] list = client.list(url.getPath());
                        for (FTPFile f : list) {

                            String fileName = f.getName();

                            if(fileName.endsWith(".raw")){
                                System.out.println(fileName + " Downloading");

                                 client.download(fileName, new java.io.File(fileName));

                            }    
                        }
                    } catch (FTPIllegalReplyException e) {
                        e.printStackTrace();
                    } catch (FTPException e) {
                        e.printStackTrace();
                    } catch (FTPDataTransferException e) {
                        e.printStackTrace();
                    } catch (FTPListParseException e) {
                        e.printStackTrace();
                    } catch (FTPAbortedException e) {
                        e.printStackTrace();
                    }

                }

I've tried various FTPs but every time. Here is an example of one of the FTPs I'm trying to access ftp://ftp.pride.ebi.ac.uk/pride/data/archive/2015/11/PXD000918