numpy - save many arrays into a file object

[Laszlo Nagy]

import numpy
data = numpy.array(...)
numpy.save("test.np",data)

This is very good, but I want to save the data into a file object with a 
write() method. E.g. not a real file. (My purpose right now is to save 
many arrays into one binary file, while recording starting positions of 
the arrays.)

How can I do that?

Thanks

   Laszlo