Binary file output using python

[Chi Yin Cheung]

Hi,
Is there a way in python to output binary files? I need to python to 
write out a stream of 5 million floating point numbers, separated by 
some separator, but it seems that all python supports natively is string 
information output, which is extremely space inefficient.

I'd tried using the pickle module, but it crashed whenever I tried using 
it due to the large amount of data involved.

Thanks for your help!