a = [5, 66, 7, 8, 9, ...]
Is it possible to make an iteration instead of writing like this?
a[1] - a[0]
a[2] - a[1]
a[3] - a[2]
It's ok to use range. However, programming (like maths) is about building on abstractions. Consecutive pairs [(x0, x1), (x1, x2), ..., (xn-2, xn-1)], are called pairwise combinations. See an example in the itertools docs. Once you have this function in your toolset, you can write:
for x, y in pairwise(xs):
print(y - x)
Or used as a generator expression:
consecutive_diffs = (y - x for (x, y) in pairwise(xs))