CURL not working with link in PHP, but in command line it does - php

Question

I've got a problem with my PHP script using CURL. I want to download file from another server (Probably with hotlink protection). The URL is like this: example.com/script.extension?id=12345&type=xxx&another=qwerty
When i hit that link from my website, It sends 'Referer:' in headers, so the download is not starting. (without the header it works)
I have to modify the file's name, so i've used CURL to download that to my server. When I'm doing that with that script, the file is created, but it is empty:
function my_function($the_url) {
$fp = fopen ('tmp_file.extension', 'w+');
$user_agent='Mozilla/5.0 (Windows NT 6.1; rv:8.0) Gecko/20100101 Firefox/8.0';
$options = array(
CURLOPT_VERBOSE => 1,
CURLOPT_URL => $the_url,
CURLOPT_CUSTOMREQUEST => "GET",
CURLOPT_POST => false,
CURLOPT_USERAGENT => $user_agent,
CURLOPT_RETURNTRANSFER => true,
CURLOPT_HEADER => false,
CURLOPT_FOLLOWLOCATION => true,
CURLOPT_ENCODING => "",
CURLOPT_AUTOREFERER => false,
CURLOPT_REFERER => "http://example.com/",
CURLOPT_CONNECTTIMEOUT => 120,
CURLOPT_TIMEOUT => 120,
CURLOPT_MAXREDIRS => 10,
);
$ch = curl_init();
curl_setopt_array($ch, $options);
$my_exec = curl_exec($ch);
fwrite($fp, $my_exec);
curl_close($ch);
fclose($fp);
}
But it works well with file which is hosted on my site (eg. mysite.com/file.zip)
Also, when I run command through the shell:
$ curl -L -o file.tmp --referer http://example.com/ full url here
It downloaded the file properly.
What's the reason I cannot do it with my PHP function?