parse a remote csv using asp.net

Hello,
anyone know how and if asp.net can parse a remote file like this one:
http://download.finance.yahoo.com/d/quotes.csv?s=%5EDJI&f=sl1d1t1c1ohgv&e=.csv
 
i'm assuming it would use
HttpWebRequest webrequest = (HttpWebRequest)System.Net.WebRequest.Create(url);
 
 
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