At its simplest, a scheduled batch file running

move x:\file\location\*.* y:\new\location

If the file is still open and locked it will just fail and try it again next time. You have to assume that whatever creates the file has exactly one chance of writing it. As soon as it closes it and loses the lock, it's fair game.
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Christian
#40104192 120Gb (no longer in my E36 M3, won't fit the E46 M3)