Evgeni Makarov wrote:

I yesterday downloaded a file from FTP (from wget --retr-symlinks '
ftp://ftp.iana.org/tz/tz*-latest.tar.gz')
and there was no new line about this change.

It worked for me just now; please see below.  Perhaps you have an old web cache?
Or perhaps you're looking at the wrong lines?

$ wget --retr-symlinks 'ftp://ftp.iana.org/tz/tz*-latest.tar.gz'
--2014-10-29 00:37:19--  ftp://ftp.iana.org/tz/tz*-latest.tar.gz
           => ‘.listing’
Resolving ftp.iana.org (ftp.iana.org)... 192.0.32.8, 2620:0:2d0:200::8
Connecting to ftp.iana.org (ftp.iana.org)|192.0.32.8|:21... connected.
Logging in as anonymous ... Logged in!
==> SYST ... done.    ==> PWD ... done.
==> TYPE I ... done.  ==> CWD (1) /tz ... done.
==> PASV ... done.    ==> LIST ... done.

    [ <=>                                   ] 1,003       --.-K/s   in 0.002s

2014-10-29 00:37:19 (458 KB/s) - ‘.listing’ saved [1003]

Removed ‘.listing’.
--2014-10-29 00:37:19--  ftp://ftp.iana.org/tz/tzcode-latest.tar.gz
           => ‘tzcode-latest.tar.gz’
==> CWD not required.
==> SIZE tzcode-latest.tar.gz ... 181815
==> PASV ... done.    ==> RETR tzcode-latest.tar.gz ... done.
Length: 181815 (178K) (unauthoritative)

100%[======================================>] 181,815     --.-K/s   in 0.06s

2014-10-29 00:37:19 (2.67 MB/s) - ‘tzcode-latest.tar.gz’ saved [181815]

--2014-10-29 00:37:19--  ftp://ftp.iana.org/tz/tzdata-latest.tar.gz
           => ‘tzdata-latest.tar.gz’
==> CWD not required.
==> SIZE tzdata-latest.tar.gz ... 289312
==> PASV ... done.    ==> RETR tzdata-latest.tar.gz ... done.
Length: 289312 (283K) (unauthoritative)

100%[======================================>] 289,312     --.-K/s   in 0.08s

2014-10-29 00:37:19 (3.47 MB/s) - ‘tzdata-latest.tar.gz’ saved [289312]

$ tar xf tzdata-latest.tar.gz
$ grep -n '2014 Oct 26' europe
746:                    3:00    -       FET     2014 Oct 26  1:00s
2250:                    3:00   -       FET     2014 Oct 26  2:00s
2330:                    4:00   -       MSK     2014 Oct 26  2:00s
2372:                    4:00   -       MSK     2014 Oct 26  2:00s
2395:                    4:00   -       MSK     2014 Oct 26  2:00s
2444:                    6:00   -       YEKT    2014 Oct 26  2:00s
2461:                    7:00   -       OMST    2014 Oct 26  2:00s
2479:                    7:00   -       NOVT    2014 Oct 26  2:00s
2519:                    7:00   -       NOVT    2014 Oct 26  2:00s
2539:                    8:00   -       KRAT    2014 Oct 26  2:00s
2561:                    9:00   -       IRKT    2014 Oct 26  2:00s
2577:                   10:00   -       YAKT    2014 Oct 26  2:00s
2622:                   10:00   -       YAKT    2014 Oct 26  2:00s
2645:                   11:00   -       VLAT    2014 Oct 26  2:00s
2670:                   10:00   -       YAKT    2014 Oct 26  2:00s
2688:                   11:00   -       SAKT    2014 Oct 26  2:00s
2708:                   12:00   -       MAGT    2014 Oct 26  2:00s
2761:                   12:00   -       MAGT    2014 Oct 26  2:00s
2786:                   11:00   -       VLAT    2014 Oct 26  2:00s
$