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"
        }
    }
}
C
On 21 May 2017 at 14:29, guido giaume <guido(a)giaume.it> wrote:
 Bad news
 my the cookie is the same of yesterday but when I tried with a simple
 script (copied  from the browser)
 A = 
readfile("https://query1.finance.yahoo.com/v7/finance/
 download/A2A.MI?period1=1492780919&period2=1495372919&
 interval=1d&events=history&crumb=5FqmQx4/jF6")
 print A
 I got a message error
 Guido
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-- 
Clive Nicholas
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson