Here's a working command on my system:
/usr/bin/curl --silent "http://example.com/xmltv.xml" | /usr/bin/nc -w 5 -U /config/epggrab/xmltv.sock
Your paths might be different. You can find your xmltv.sock path in your TVHeadend web interface, Configuration -> Channel / EPG -> EPG Grabber Modules -> External: XMLTV (this is also where you need to enable the socket).
You can a step in between to uncompress, if you source needs it:
/usr/bin/curl --silent "http://example.com/xmltv.xml.gz" | /bin/gunzip -c | /usr/bin/nc -w 5 -U /config/epggrab/xmltv.sock