The EJB specification says the following:
* An enterprise bean must not attempt to listen on a socket, accept connections on a socket, or use a socket for multicast.
[i]The EJB architecture allows an enterprise bean instance to be a network socket client, but it does not allow it to be a network server.[/i]
For this you should use an inbound J2EE CA connector.
So if you use an EJB Timer to connect to an FTP server at some interval to check for (and download) new files and close the connection immediately when you're done, you're not breaking any restrictions.
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