I do not think this is possible.
What FTP clients do support that? Because if some do, than WinSCP does as well using the same syntax. As interpreting .bat file is done by Windows.

I'd like to invoke winscp from a Windows .bat file, and have it execute the remaining lines in the file. Sample .bat file:

winscp /console <some syntax to say input from stdin>
open <a connection>
get <some files>
exit

But instead of reading the lines in the .bat file, it opens a command window and prompts for a command.

Is there a way? (as this can be done with most FTP command line clients)

Thanks in advance.