FWIW, I get the same:

gretl version 2017b-git
Current session: 2017-05-21 19:21

? A = \
  readfile("https://query1.finance.yahoo.com/v7/finance/download/A2A.MI?period \
 1=1492780919&period2=1495372919&interval=1d&events=history&crumb=5FqmQx4/jF6" \
 )
Generated string A
? print A
{
    "finance": {
        "error": {
            "code": "Unauthorized",
            "description": "Invalid cookie"
        }
    }
}