Unknown — got a anonymous call

I got a call from the below number [protected]
These people were introducing themselves as consumer complaints officer working from government of india.
They sent an email to me from email id - [protected]@gmail.com
Saying that the order i placed from tvcskyshop will not be fulfilled and they will return me the money.
They first asked me to go to the icici atm machine and asked me to transfer money into their account. Luckily i did not have much money in the account so the transaction failed.
Please be aware of such ppl as they are duping the real ppl.