Your data feed files already have the date and time appended to the file depending on the configuration.
Daily, single file: [rsid]_[YYYY-mm-dd].[compression_suffix]
Daily, multiple files: [index]-[rsid]_[YYYY-mm-dd].[compression_suffix]
Hourly, single file: [rsid]_[YYYYmmdd]-[HHMMSS].[compression_suffix]
Hourly, multiple files: [index]-[rsid]_[YYYYmmdd]-[HHMMSS].[compression_suffix]
You can refer this (which Ishan shared as well) : Data Feed contents - overview