You wish to use the DLP Endpoint Agent to monitor FTP downloads as well as uploads.
DLP 15.x
DLP 16.x
The Symantec DLP Endpoint Agent does monitor FTP requests leaving the end user machine (PUT requests), but the agent does not monitor inbound FTP traffic (GET requests).
If you need to monitor all FTP traffic in all directions, we recommend Network Monitor, which can passively view all FTP traffic, or Network Prevent for Web, which can block or modify FTP requests via a proxy.