The comment from @tdelaney is correct.
Time it first! File writes are already cached by python (well, clib really) and the operating system before hitting the disk. Its more likely the twitter stream is slow. You could get the time right before and after the write and print the diff. BTW, you also want cowboy legs on the close file.close(). And since you are just opening the same file over and over, just open it once outside of the for loop.