Dump to JSON adds additional double quotes and escaping of quotes

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You are double encoding your JSON strings. data is already a JSON string, and doesn’t need to be encoded again:

>>> import json
>>> not_encoded = {"created_at":"Fri Aug 08 11:04:40 +0000 2014"}
>>> encoded_data = json.dumps(not_encoded)
>>> print encoded_data
{"created_at": "Fri Aug 08 11:04:40 +0000 2014"}
>>> double_encode = json.dumps(encoded_data)
>>> print double_encode
"{\"created_at\": \"Fri Aug 08 11:04:40 +0000 2014\"}"

Just write these directly to your file:

with open('data{}.txt'.format(self.timestamp), 'a') as f:
    f.write(data + '\n')

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