I was configuring a FileZilla FTP server on Azure windows VM, the client was able to connect & authorize but got error
Response: 425 Can't open data connection.
Error: Failed to retrieve directory list
so to resolve this issue I did following
Open FileZilla settings
1) Select Passive mode settings
2) Select Use custom ports and enter range of ports what ever you like, I used 60800-60900
3) Select use following IP and Enter your Azure VM external IP Click save
4) Go to your Azure Portal under Network>> Firewall, Add the ports used in Step 3 in Allow range
5) Now connect with your FTP client and it will connect without any issues.
Worked like charm….