There are two FTP commands you can use to set up a socket to transfer data: PORT and PASV. In both cases, the IP and port are comma-delimited in decimal, with the IP forming the first four values. The port can be calculated by multiplying the fifth value by 256 and adding the sixth value. Assume for these examples that the FTP server's IP is 87.65.43.21 and your address is 12.34.56.78. The data port you will use is port 3956 (randomly chosen by me).

PASV
The PASV command tells the server to enter Passive mode and give you its IP and Data port it will be listening on for the next data transaction. It takes no parameters. The server responds with its comma-delimited IP and the two decimal values to create the port number.

Example
PASV
227 Entering Passive Mode (87,65,43,21,193,154)
connecting to 87.65.43.21:49562
- -
connecting to 87.65.43.21:49562
Connected to 87.65.43.21 port 49562

Script sample
Code:
  
  sockread %text
  if $gettok(%text,1,32) == 227 {
    var %last = $left($gettok(%text, 2, 40), -1)
    var %IP = $replace($gettok(%last, 1-4, 44), $chr(44), $chr(46)
    var %Port = $calc($gettok(%last, 5, 44) * 256 + $gettok(%last, 6, 44))
    sockopen FTP.Data %IP %Port
  }


PORT <i1,i2,i3,i4,p1,p2>
The PORT command tells the server that you will be listening on your IP and the port it can connect to on that IP. It takes 6 comma-delimited parameters, the first four being the comma-delimited IP and the last two being the two decimal values calculated from the port number. i1.i2.i3.i4 on port (p1*256+p2).

Example
PORT 12,34,56,78,15,124
200 PORT command successful.

Script sample
Code:
 
  var %port = 3956
  socklisten -d $ip FTP.Data.Connection %port
  var %connect.string = $replace($ip, $chr(46), $chr(44)) $+ , $+ $int($calc(%port / 256)) $+ , $+ $calc(%port % 256)
  sockwrite -n $sockname PORT %connect.string
 
on *:SOCKLISTEN:FTP.Data.Connection: sockaccept FTP.Data

In both cases, you will need to read in the data using an on *:SOCKREAD:FTP.Data: event.
Code:
 
on *:SOCKREAD:FTP.Data:{
  ;  Script to read in the data, such as into a file, goes here
}

As I'm sure you can foresee, there is a bit more scripting to do if you use the PORT command and might have multiple FTP Data connections open simultaneously. Also, due to some attacks using a basic "flaw" in the FTP protocol concerning third-party PORT commands, some FTP server administrators have disallowed the use of the PORT command entirely (which is why I use the PASV command).

This post shows how you can download the file you want to download using the HTTP protocol. It would be even simpler for FTP since you don't have to skip any headers and can read in from the socket in binary and write it out in binary very quickly. All your status information will still show up on the control socket.