Pandas leyó la parte del CSV

import pandas as pd 
import pickle

in_path = "" #Path where the large file is
out_path = "" #Path to save the pickle files to
chunk_size = 400000 #size of chunks relies on your available memory
separator = "~"

reader = pd.read_csv(in_path,sep=separator,chunksize=chunk_size, 
                    low_memory=False)    


for i, chunk in enumerate(reader):
    out_file = out_path + "/data_{}.pkl".format(i+1)
    with open(out_file, "wb") as f:
        pickle.dump(chunk,f,pickle.HIGHEST_PROTOCOL)
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