Gostaria de ler os dados do nse-india.com para o R usando o download.file () como mostrado abaixo.

url = 'http://www.nseindia.com/content/historical/EQUITIES/2014/SEP/cm24SEP2014bhav.csv.zip'
temp = tempfile()
download.file(url, destfile = temp,method = 'wget')

Emite o seguinte erro:

SYSTEM_WGETRC = c:/progra~1/wget/etc/wgetrc
syswgetrc = C:\PROGRA~2\GnuWin32/etc/wgetrc
--2014-09-28 21:19:26--  http://www.nseindia.com/content/historical/EQUITIES/2014/SEP/cm24SEP2014bhav.csv.zip
Resolving www.nseindia.com... 202.83.22.200, 202.83.22.203
Connecting to www.nseindia.com|202.83.22.200|:80... connected.
HTTP request sent, awaiting response... 403 Forbidden
2014-09-28 21:19:26 ERROR 403: Forbidden.

Warning messages:
1: running command 'wget  "http://www.nseindia.com/content/historical/EQUITIES/2014/SEP/cm24SEP2014bhav.csv.zip" -O "C:\Users\ITITHI~1\AppData\Local\Temp\Rtmp2fjADx\file1fb02375882"' had status 1 
2: In download.file(url, destfile = temp, method = "wget") :
  download had nonzero exit status

De qualquer forma, informe-me para corrigir isso.

EDIT: Ou qualquer outro método para baixar o arquivo no R também seria ótimo.