Below will help you:
public boolean retrieveFile(String path, String filename, long lastModified) throws IOException {
    File localFile = new File(path + "/" + filename);
    OutputStream outputStream = new FileOutputStream(localFile);
    boolean success = client.retrieveFile(filename, outputStream);
    outputStream.close();
    localFile.setLastModified(lastModified);
    return success;
}
You can use it like this:
List<FTPFile> ftpFiles = Arrays.asList(client.listFiles());
for(FTPFile file : ftpFiles) {
    retrieveFile("/tmp", file.getName(), file.getTimestamp().getTime());
}