You've answered your own question already.
Firstly, it's not the case that "there are no special issue to use WebRequest with MT4/MT5". What's actually the case is that "there are no special issue to use WebRequest with EAs or scripts".
If you still don't like that answer then, secondly, in relation to server problems: "How is it related to the discussion? It's server side". It's not just server-side. If there's a server problem then WebRequest will block the execution of the EA or script while MT4/5 tries to get a response from the server. Using something asynchronous/out-of-band such as wget does not block in this way.
I am not really interested to discuss in such an unfriendly way.
I don't see any difference between my tone and you writing things such as "Wrong argumentation" and "Completely subjective".
Is saying "Wrong argumentation" to someone polite in French?
The difference is I had no intention to be unfriendly, English is not my mother language (are you ?). What is the problem with "Wrong argumentation" as I explained after why I think it's wrong, and I finish my post by saying it's a discussion for fun.
Just explain me the problem with my tone ?
I don't have a problem with your tone, but you have a problem with mine.
I also wasn't trying to be unfriendly. Like you, all I did was to explain "why I think it's wrong".
Ok. Communication is harder than coding. "If you still don't like that answer ..." seems very unfriendly to me.
I was trying to ask what can be done with wget which can't be done with WebRequest. It's clear from the documentation that WebRequest can't be used from an indicator, and it was obvious to me that WebRequest is synchronous, and asynchronous requests are "nicer". Of course you can't know what is obvious to me, and I should have be clearer. Webrequest has a timeout parameter which can avoid to block an EA/script, if it's not enough, you can also "mimic" asynchronous behaviour with MT4/MT5 (run 2 EAs or an EA and a script. Is that so different that using wget ?).
I am still hoping to learn why wget is "more than just simplicity!" ? (in the context of HTTP/HTTPS requests of course).
I need to open an URL and download a file from URL. Standard functions, such as InternetOpenUrlW, and native Windows libraries, are using Internet Explorer, but I need to get access to file without Internet Explorer. Moreover, this particular page does not open through IE (but open in different browsers), but it does not matter.
By the way I read your topic on Russian forum, and it seems your problem is you don't know how to use InternetOpenUrlW and probably WebRequest, to access DailyFx news. So it's probably better to learn to do it, before saying it's not working.
See these search results, you should find enough example to get it working.
Wrong. All I can say that the responders can't read, and inattentive (and I don't want to continue the discussion in that way that they reply).
Your code, as posted above, works fine for me.
If you are saying that that you cannot read the file either through WebRequest or through Internet Explorer then it sounds as though there is something in your Internet Explorer settings which is causing a problem (and affecting the O/S internet components as well as IE itself). It doesn't sound like an issue with WebRequest.
It might help if you force Internet Explorer to bypass its cache by tweaking the URL. For example:
string url="http://www.dailyfx.com/files/Calendar-05-14-2017.csv?" + IntegerToString(GetTickCount());