ftp 500 illegal port command rejected

Hi.

I am trying to use the cmd ftp functionality to connect from a VM (Windows 2008R2) in Azure to a remote ftp host.

I can authenticate with the remote host, and as soon as I issue ls command, the following message is displayed "ftp 500 illegal port command rejected".

I can easily use WinSCP on the same VM, connect to the remote host and do all I need to do, no issue.

Can anybody please help me understand why cmd ftp returns this error and what I should to correct it?

Thank you very much.