The best way to divide this list into small lists?

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I've been trying to wrap my head around the best way to split this list of numbers up that are ordered but broken up in sections. Ex:

data = [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 29, 30, 31, 32, 33, 35, 36, 44, 45, 46, 47]

I'd like the output to be this..

sliced_data = [[0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19],[29, 30, 31, 32, 33],[35, 36],[44, 45, 46, 47]]

I've been trying a while look until it's empty but that isn't working too well..

Edit:

for each_half_hour in half_hour_blocks:
    if next_number != each_half_hour:
        skippers.append(half_hour_blocks[:next_number])
        del half_hour_blocks[:next_number]

    next_number = each_half_hour + 1


I don't see why a while-loop wouldn't work here, unless you're going for something more efficient or succinct.

Something like:

slice = [data.pop(0)]
sliced_data = []
while data:
    if data[0] == slice[-1] + 1:
        slice.append(data.pop(0))
    else:
        sliced_data.append(slice)
        slice = [data.pop(0)]
sliced_data.append(slice)