using System;

using System.IO;

using System.Globalization;

​

// My answer to Stackoverflow Question: http://stackoverflow.com/q/39595552/325521

public class Program

{   

    public static void Main()

    {

        string fileLocation = @"D:\Folder\" ;

        string fileNamePrefix = "FileName__";

        string filename = Path.Combine(fileLocation, fileNamePrefix 

                                       + DateTime.Today.ToString("yyyyMMdd", CultureInfo.InvariantCulture) 

                                       + "__.csv");

        // This will print "D:\Folder\FileName__20160920__.csv". 

        Console.WriteLine(filename);

        // if file does not exist, create it. This section commented out as dotnetfiddle won't create the file on their server.

        // uncomment it for your purposes locally on your machine if using this section

        // if (! File.Exists(filename))

        // {

        //     using (StreamWriter sw = File.CreateText(filename))

        //     {

        //        // write data into file using sw.WriteLine(...) or something similar

        //     }

        // }

    }

}