Looking at the link it's just a bog-standard link with a bog-standard URL; following the URL, the file at th other end is alread in CSV format, so no need for any parsing or other processing there. The whole problem is "read a file from a URL and save it onto my machine". The code is almost literally that simple; the existing [man]filesystem[/man] functions can also be used to make http requests, so you can treat a URL (almost) exactly as though it were the name of a file.
You'll have to figure out what a, b, c, and so on are in that download URL's querystring (half of them are date information), but once you've got that all you need do is read the spreadsheet in and save it onto your machine. The finance page itself you can bypass
Once you've got it, you might want to note that PHP givew you the fgetcsv function, for reading and parsing lines of a CSV file.