You forgot the actual JSON part - data is a dictionary and not yet JSON-encoded. Write it like this for maximum compatibility (Python 2 and 3):

import json
with open('data.json', 'w') as f:
    json.dump(data, f)

On a modern system (i.e. Python 3 and UTF-8 support), you can write a nicer file with

import json
with open('data.json', 'w', encoding='utf-8') as f:
    json.dump(data, f, ensure_ascii=False, indent=4)