That is the way I had implemented using the -filemask option and created cleanup logic after that. It is cleaner and faster that the original listing of files I wanted to get. Thanks a lot.

That's what ls command is for. Though WinSCP can identify/download new files for you.
See
https://winscp.net/eng/docs/faq_script_modified_files
https://winscp.net/eng/docs/script_download_most_recent_file

Need to get the list in order to know new remote files that can be downloaded to my local pc