Node throws 'UNABLE_TO_GET_IS SUER_CERT_LOCALLY' error when trying to download a file from a https secure server

var http = require('http'),
    fs = require('fs'),
    request = require('request'),
    AdmZip = require('adm-zip'),
    out = fs.createWriteStream('data/nseeqbhav.zip'); // For saving NSE Equity bhavcopy

// Downloading NSE Bhavcopy
var req = request(
    {
        method: 'GET',
        uri: 'https://www.nseindia.com/content/historical/EQUITIES/2017/APR/cm26APR2017bhav.csv.zip',
        headers: { "User-Agent": "Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.11 (KHTML, like Gecko) Chrome/23.0.1271.97 Safari/537.11",
            "Referer": "http://www.nseindia.com/products/content/all_daily_reports.htm",
            "Accept-Encoding": "gzip,deflate,sdch",
            "encoding": "null",
            "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
            "Cookie": "cookie"
        }
    }
);

req.pipe(out);

The above code throws the below error :

error: { Error: unable to get local issuer certificate at Error (native) at TLSSocket. (_tls_wrap.js:1079:38) at emitNone (events.js:86:13) at TLSSocket.emit (events.js:185:7) at TLSSocket._finishInit (_tls_wrap.js:603:8) at TLSWrap.ssl.onhandshakedone (_tls_wrap.js:433:38) code: 'UNABLE_TO_GET_IS SUER_CERT_LOCALLY' } statusCode: undefined body: undefined

But when I try to download the same file in c# code using WebClient, it works

WebClient webClient = new WebClient();
webClient.Headers.Add("user-agent", "Only a test!");
webClient.DownloadFile("https://www.nseindia.com/content/historical/EQUITIES/2017/APR/cm26APR2017bhav.csv.zip", @"D:\testDownload\cm26APR2017bhav.csv.zip");

Thanks

via user2104242