require(curl)
require(RCurl)
require(downloader)
temp <- tempfile()
sURL <- "http://www.nseindia.com/archives/equities/bhavcopy/pr/PR240915.zip"
download(sURL,dest="C:/Users/sayantan/Documents/Data",mode="wb")
con <- unzip(temp, extdir="C:/Data")
data <- matrix(scan(con),ncol=4,byrow=TRUE)
unlink(temp)
But this code is not working. Any hints would be appreciated.