I have hired a telemarketing company to help with appointment setting. They said that they can do a hot transfer when they have a lead instead of setting the appointment. Should we do this or set the appointment?
Sure, if you have the ability to do a hot transfer and the prospect is open to talking more at that exact time, yes doing a hot transfer is the way to go.
The important thing I would do is to close in a way where you are closing to continue the conversation and if you get agreement to keep talking, you can give the option to either keep talking then (through a hot transfer) or schedule a conversation for another day.
There are some benefits with scheduling the call on another day in the form of an appointment in that you will likely get more time and attention with the prospect.