Answer
The date field is almost certainly coming through as a string in its own particular format (e.g. 2009-06-29T00:00:00) rather than a usable date, so concatenating it directly into the filename silently fails. Convert it explicitly first with to_char(to_date('[@YourReport/YourDateField]', 'YYYY-MM-DD"T"HH24:MI:SS'), 'YYYYMMDD') inside a [&select ... from dual] expression in the OutputFileName, rather than referencing the raw field placeholder directly — that correctly reformats the string-typed date field into the YYYYMMDD format you want in the filename.