Download Sqlite database into app internal storage

I want to download a cell phone operator specific sqlite db on the app's installation. I have the following code to download the new_db using DownloadManager. But I get the following exception.

     java.lang.RuntimeException: Unable to start activity     
ComponentInfo{http://ift.tt/1fTwGXm}:     
    java.lang.SecurityException: Destination must be on external storage:     
file:///data/data/com.xyz.abc/databases/new_db.gz

Code:

Uri uri=Uri.parse("http://download_url_of_mine?cellinfo=404_45_1_2");
String databasePath = context.getDatabasePath("existing_db.db").getParent();

lastDownload=
        mgr.enqueue(new DownloadManager.Request(uri)
                .setAllowedNetworkTypes(DownloadManager.Request.NETWORK_WIFI |
                        DownloadManager.Request.NETWORK_MOBILE)
                .setAllowedOverRoaming(false)
                .setTitle("Title")
                .setDescription("Downloading Data Once for all.")
                .setDestinationUri(Uri.fromFile(new File(databasePath+"/new_db.gz"))));

Any Help is much appreciated! Is it that DownloadManager should be used only for external data not for the data that I need to be inside the private access of app?