Real Time Midi File Playback - Reading and Writing midi at the same time

[Gilly]

Hi
I am trying to create an application that uses some form of input to
create a midi file.
I would like for this to be a 'real time' process. In other words, I
want to be able to begin playing the midi file before I finish writing
it, and continue writing as it plays.

I would really appreciate any help possible on this matter.

Thanks!!