The file is corrupted somehow. THis is caused by hardware malfunction somewhere. It could be the camera card, it could be the camera itself, it could be the card reader or USB cable doing the transfer, it could be the USB port, it could be the computer hard disk, it could be the computer memory. One thing to try is to transfer the file using different hardware, to see if you can isolate what is causing the problem. And try a different camera card.
NX studio displays (so I'm told) the JPG embedded in the original file, and sometimes the JPG is uncorrupted when the original RAW is corrupted.