Tool to download months old NSE BhavCopy in one go

using System;
using System.Collections.Generic;
using System.Text;
using System.Net;
using System.Net.NetworkInformation;
using System.Diagnostics;
using System.IO;

namespace ConsoleApplication1
{
    class Program
    {
        static void Main(string[] args)
        {
            string[] monthList = new string[3] { "JUN", "JUL", "AUG" };
            try
            {                
                Uri uri = new Uri(@"http://www.nse-india.com/content/historical/EQUITIES/2007/");
                Uri tempUri;
                foreach (string month in monthList)
                {
                    WebClient client = new WebClient();
                    FileStream writer;
                    for(int i = 1; i <31; i++)
                    {
                        try
                        {
                            string iStr = (i <= 9) ? "0" + i.ToString() : i.ToString();
                            tempUri = new Uri(uri, month + "/cm" + iStr + month + "2007bhav.csv");
                            Debug.WriteLine("Downloading " + tempUri.ToString());
                            byte[] data = client.DownloadData(tempUri);
                            using (writer = File.Create(@"C:\NSE\cm" + i.ToString() + month + "2007bhav.csv"))
                            {
                                try
                                {
                                    writer.Write(data, 0, data.Length);
                                }
                                finally
                                {
                                    if (writer != null)
                                        writer.Close();
                                }
                            }
                        }
                        catch (WebException ex)
                        {
                            if (ex.Status == WebExceptionStatus.ProtocolError && ex.Message.Contains("404"))
                                Debug.WriteLine("FileNotFound");
                            continue;                            
                        }
                    }

                }
            }
            catch (Exception ex)
            {
                Debug.WriteLine("Failed");
            }

        }
    }
}