StreamWriter constructor requires the file to exist, or else it creates it

FileInfo FIFileIn = new FileInfo(@"C:\TestData.csv");
StreamReader FileIn = FIFileIn.OpenText();
string FileInStr;
string[] FileInTokens;
bool FileOutOpen = false;

// Skip past the column heading line (1st line) in the input file.
FileInStr = FileIn.ReadLine();

DateTime PrevReading = DateTime.MinValue;
string PrevReadingStr = PrevReading.ToShortDateString();

// FileInfo FIFileOut = new FileInfo(string.Empty);
// StreamWriter FileOut = FIFileOut.OpenWrite();

StreamWriter FileOut;

while (!FileIn.EndOfStream)
{
  FileInStr = FileIn.ReadLine();
  FileInTokens = FileInStr.Split(',');

  bool TokenIsDate = true;
  DateTime DTReading = new DateTime();
  string DTReadingStr = DTReading.ToString();

  try
  {
    DTReading = DateTime.Parse(FileInTokens[1]);
  }
  catch
  {
    TokenIsDate = false;
  }

  if (TokenIsDate)
  {
    DTReadingStr = DTReading.ToShortDateString();
    if (DTReadingStr != PrevReadingStr)
    {
      string CSVFilename =
        @"C:\RRTest" +
        DTReading.Year.ToString() +
        DTReading.Month.ToString() +
        DTReading.Day.ToString();

      if (FileOutOpen)
      {
        if (FileOut != null)
          FileOut.Close();
      }

      FileOut = new StreamWriter(CSVFilename);
      FileOutOpen = true;

      DTReadingStr = DTReading.ToShortDateString();
      PrevReadingStr = DTReadingStr;
    }

    FileOut.WriteLine(string.Format("{0},{1},{2},{3},{4},{5}", FileInTokens[0], FileInTokens[1], FileInTokens[2], FileInTokens[3], FileInTokens[4], FileInTokens[5]));
  }
}

FileIn.Close();
if (FileOut != null)
  FileOut.Close();