def download_file(url):
try:<EOL><INDENT>(local_file, headers) = urllib.urlretrieve(url)<EOL><DEDENT>except:<EOL><INDENT>sys.exit("<STR_LIT>" + url + "<STR_LIT>")<EOL><DEDENT>return local_file<EOL>
Download a file pointed to by url to a temp file on local disk

:param str url:
:return: local_file