Schedule and rename of fileset local file

What is the OS you are working on?  We use AIX and on these types of interfaces I setup a cron job.  The job will call a script the will :

   1) halt the outbound thread.

   2) shut down the outbound thread.

   3) rename the output file to whatever you want it named or time date stamped.

   4)  Process the file.  FTP it or move it to the directory it needs to be in.

   5)  Start the outbound thread back up.

You could do that or you could aggregate the messages into a file that you are appending to throughout the day and use a timer based thread to send a “close” message to the outbound thread at the specified time.  That close message could look like just about anything as long as your outbound-TPS on the outbound thread can identify it as a close message.  When that message arrives, you add your batch header and trailer if you need to and then rename it according to the necessary naming convention.  The thing that I like about this solution is that the outbound thread can stay up all of the time and you can keep the logic within the engine.  I love cron but if I can do it within the engine then that is my preference.