Is it possible to iterate over serialized Python file?

I have a reasonably long array of events (each one being an array line), stored as numpy.ndarray with pickle.dump. Is there any way to efficiently iterate over a serialized object? The idea is very similar to iterating over a text file:

with open('my_file.txt', 'r') as FILE:
    for line in FILE:

Im just concerned about not loading the entire object into memory at once.