Writing to a single DB versus 5,000 separate files could speed things up considerably.
There are various buffering issues that effect throughput to the hard disk.
For INSERT's into a DB, the concept of a "transaction" matters a lot.
The database will attempt to maintain ACID properties.
The number of transactions per second is important.
A million INSERTs can be run as a single transaction.
In my SQLite testing, about 128K INSERT rows per transaction is just fine.
That means that waiting until a million rows, doesn't make any significant performance difference.
An obvious thing to do, is to buy an SSD disk. That eliminates the rotational
delays associated with a normal HD.
Do not use that SSD disk for the O/S - use just for this big 25GB file.
Update: I am still not sure why you need these leading zeroes?
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