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Catching data written to file by another app

I’m using an application that asks for a filename and then writes a large amount of data to that file over the course of a day.

I would like to intercept this data and send it to another file, as it is written (essentially, creating a up-to-the-minute backup).

(This is under Windows NT.)

I've used memory-mapped files (via MFC) to do this kind of thing in the past but, in this case, I don't have access to the source code of the "originating" app.
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