I woke up this morning, not thinking of this and what popped into my mind was that using the %time% variable gives an invalid file name.
click start
type cmd
press enter
type echo %time%
press enter
type echo asdf > test_6:38:25.txt
press enter
Windows replies that it is an invalid filename.
Actually, here is what I just got:
C:\Windows\System32>echo %time%
6:23:50.02
C:\Windows\System32>echo asdf > test_6:23:50.txt
The filename, directory name, or volume label syntax is incorrect.