Describe the bug
When using axios to get a local file (file://...) I get status code 0 as if there's a CORS issue. This didn't happen using version 0.18.0 so I assume that this is a bug?

To Reproduce
Get a local file. In my case I wanted to get a PDF as an array buffer.

axios("file://...", {
    responseType: 'arraybuffer'
    headers: {
        Accept: 'application/pdf'
    }
}).then(..)

Expected behavior
Just like in version 0.18.0 version I should get a 200 response.

Environment:

• Axios Version 0.19.0
• OS: Windows 10
• Browser: EO Webbrowser (Chromium)
• Browser Version: 19.1.95 (Chromium ~70)
• Additional Library Versions: React 16.8.6

Additional context/Screenshots
Need to build and run index.html locally so you're making the request from file:// as well.