Excel Connection Error: DataSource.Error: The underlying connection was closed: An unexpected error occurred on a receive

I am trying to connect to a website and retrieve specific list data into my excel through a web connection.

Below is my query in Power Query Editor:

let
    Source = Web.Contents("https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O", [Headers=[#"AcceptEncoding"="gzip, deflate", #"AcceptLanguage"="en-US,en;q=0.5", #"User-Agent"="Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:77.0) Gecko/20100101 Firefox/77.0", #"Cookie"="4BCA2EDFCFD4830A32F2968A60C596B8~KkWYorsQEh0rSxkpxp2FZuemafJ8pYVOLTebobvT516YNp1E3sHvnisPQWPESPM2vm1ysCbOMOCG53oY3f/Q1LMHyFmV4KacZAlbo5MNcKoGFuY/EMRAhWAE7SZaNZdBNG/Rg4sV+iNSWb7fv9gqKS524xR7CztePN2B8Y177Jo="]])
in
    Source

I am getting an error as:

DataSource.Error: The underlying connection was closed: An unexpected error occurred on a receive.
Details:
    https://www.nseindia.com/api/equity-stockIndices?index=SECURITIES%20IN%20F%26O

Any help on this, please?