Yes; there are a few methods you can use to split up your data into multiple files.
First method is by using the
Write To Measurement File Express VI and configuring the
Settings for multiple files.

From the
Configure Multi-file Settings Dialog Box, you can set the conditions for starting a new file such as the image below.

Another method is by using the DAQmx Read property
Logging:Samples Per File. You can check for specific instructions from
How to Log Data Across Multiple TDMS Files with DAQmx.