< --- 227 Entering Passive Mode (xx,xx,xx,xx,xx,xx)
---- Connecting data socket to (yy,yy,yy,yy) port zz
`ls' at 0 [Making data connection...]

But some client such as filezilla may works on the same site.

Most of the the reason is that the FTP server configuration didn’t have assigned passive ports nor are they open on the firewall.

I find two solutions to this problem:

1) Disable ssl when using lftp
This is the easy solution because usually we can not change the server’s configuration. We can do this by simply add one line:

set ftp:ssl-allow false

to ~/.lftprc.
My .lftprc configuration files can be found here: http://github.com/zma/config_files

2) Change the configuration on the server side for a pureFTP connect
Force passive mode on server and open specific ports in server firewall.