Roland, you can use the "exec" command to execute any shell script or binary command you wish. So you can use the command line FTP client to retrieve files. On many FTP programs you can specify the filename to save the file as on the local machine, which might prove useful.
The one thing that you cannot do without some work is to view the contents of the file while it is only partially downloaded. It would be possible to do this, but it would require some coding.
You should also have a look at the docs for the "ncftp" FTP client, as it may have some features that will make things easier for you.