saving each iteration of a loop

[DeaD_EyE]

import vtk
from vtk.util.numpy_support import vtk_to_numpy
import numpy as np
import scipy.io as sio
 

files = 10

for index in range(files):

    file_in = f"RP_DATA_{index:04d}.vtp"
    # RP_DATA_0000.vtp, RP_DATA_0001.vtp, ..., RP_DATA_0009.vtp | END
    
    file_out = f"out_{index}.mat"
    # out_0.mat, out_1.mat, ..., out_9.mat | END  

    points = vtk.vtkXMLPolyDataReader() 
    points.SetFileName(file_in)
    points.Update()
    
    data = points.GetOutput()
    point_data = data.GetPointData()

    vel = vtk_to_numpy(point_data.GetAbstractArray('Velocity'))
    points = vtk_to_numpy(data.GetPoints().GetData())

    sio.savemat(file_out, {'vel':vel, 'points':points})

I can't test the code.


Use string formatting or f-strings to substitute text and not the old % formatting. It's still supported, but should not used.
If you want to convert all existing files of a directory:

import time
from pathlib import Path


def convert_vtk(source, target):
    """
    your code here to:

    1) Load the source
       Here is maybe a conversion of source required.
       Not all libraries can handle Path objects, so they must
       converted to a str()

       Example: points.SetFileName(str(source))

    2) Get Data out

    3) Save data to target
       scipy.io.savemat should handle the Path object right
       so there is no conversion to a str required
    """
    time.sleep(0.5)
    print(f"Converting {source.name} to {target.name}")
    # simulating the creation of target file
    target.touch()


def convert_all(root):
    for source in Path(root).glob("*.vtk"):
        if not source.is_file():
            # skipping it it's not a regular file e.g. a directory
            continue

        # create a Path instance with the same name, but different suffix
        target = source.with_suffix(".mat")

        # Condition to skip a source, if target already exists
        if target.exists():
            continue

        convert_vtk(source, target)


convert_all(Path.home() / "test_vtk")

Docs of Pathlib: https://docs.python.org/3/library/pathlib.html