If you do not remove the file from the directory and it has the same name the engine will process it over and over.
If it only processes the file with current date and it only runs once per day, it should be OK since each time it runs it is looking for a different file name
If it were me, to be sure, I would set a non-volitle flag somewhere to indicate I had already processed the file.
For example, you could simply write a zero-length file of the same name in a local directory. Then before you tell the engine to fetch that file check to see if it exists on the local directory, If not fetch. If so, ignore. Also, when checking the local file, delete any older than today to keep them from accumulating.
There are other methods, of course
Use a proc similar to the one I posted and have it return the empty list and it will not delete