Web Scraping: Multiple small files or one large file?
The danger of one large file is that you may not be able to read the whole thing into memory at once.  Since you already know that 3 months of data will be ~2GB, this should not be a problem, so I would recommend option 2.

Perhaps an even better option is to save the data as several medium-sized files.  For example, you could combine all the observations for a week into a single file.  This way, you eliminate nearly all of the file I/O overhead (~13,000 files down to 12-14) but also free yourself from potential memory problems.
This is certainly what I would do if I were collecting data for a very long time (years instead of months).