How to consume a compressed file provided by third-party through HTTPS end-point URL?

We have to consume a file provided by third-party HTTPS end-point URL, firing up that URL through a browser will download a file in compressed format (Example: Extract.csv.gz). What would be the best way to download the file programmatically using PeopleCode?

We tried 

retcode = GetAttachment(URL.HTTS_EXT_URL, "Extract.csv.gz", "C:\Temp\ Extract.csv.gz"); 

but ran into an issue with an error

SetURLProperties (error): URL properties, "USER" and "USEAUTHTOKEN", are required for URL object, "XXXXX", but one or both were not properly specified.

Oracle Support Response for this existing issue: Issue caused by a bug in the PT 8.56 people code, while doing the http/https File attachment to non-Peoplesoft Web server. Fixed in PeopleTools 8.58