OneDrive for Business - Alert when file is accessed/downloaded
Add an option to be alerted whenever a file is downloaded or accessed (such as jpg or zip). This is an existing feature in file sharing services such as ShareFile.
Angus Hamilton commented
I'd second this, and also applies to SharePoint Online. With GDPR on the horizon, it's important if we know who is looking at specific files, (or files in a specific folder/library).
Whilst we'll always limit access to a library/folder, it doesn't stop administrators/those will access going rogue and viewing the file/cutting and pasting the the contents without actually downloading. (Sorry to sound paranoid!).