Point to Line | Python Fiddle

import arcpy

outPath = r"E:\Backup Files\TMC Interstates\TMC-Sets" #output path for the feature class
featureClass = "roadSegments.shp" #the name of your shapefile
spatialRef = arcpy.SpatialReference("WGS 1984") #the spatial reference you want; set it to whatever you want

arcpy.CreateFeatureclass_management(outPath, featureClass, "POLYLINE", " ", "DISABLED", "DISABLED", spatialRef) #sets up the shapefile we're using

arcpy.AddField_management(outPath + "\\" + featureClass, "segmentID", "SHORT", 15) #I assume that each segment has some sort of ID number that you might want to import into

roadArray = arcpy.Array() #this will hold the coordinates for each line segment until we write it to the shapefile.

roadFile = open(r"E:\Backup Files\TMC Interstates\TMC-Sets\TMC_Identification.csv") #the path to your road lines file
headerLine = roadFile.readLine()
indexList = headerLine.split(",")

#now we need the index locations for the columns that contain the latitude and longitude points for the starting and ending points for each line segment.  I'm also assuming that each segment has some sort of ID value in your segment.  Change the value inside the parenthesis to reflect whatever you named your column for those values.

idValueIndex = indexList.index('tmc')
fromLatValueIndex = indexList.index('start_latitude')
fromLongValueIndex = indexList.index('start_Longitude')
toLatValueIndex = indexList.index('end_Latitude')
toLongValueIndex = indexList.index('end_Longitude')

roadCursor = arcpy.InsertCursor(outPath + "\\" + featureClass)

for fileLine in roadFile.readlines():
    readLine = fileLine.split(",")
    idNumber = int(readLine[idValueIndex])
    fromLat = float(readLine[fromLatValueIndex])
    fromLong = float(readLine[fromLongValueIndex])
    toLat = float(readLine[toLatValueIndex])
    toLong = float(readLine[toLongValueIndex])

#now let's add the points and draw the lines
    fromVertex = arcpy.Point(fromLong, fromLat)
    roadArray.add(fromVertex)
    toVertex = arcpy.Point(toLong, toLat)
    roadArray.add(toVertex)

roadCursor = arcpy.InsertCursor(outPath + "\\" + featureClass)
    feature = roadCursor.newRow()
    polyline = arcpy.Polyline(roadArray, spatialRef)
    feature.shape = polyline
    feature.setValue("segmentID", idNumber) #adds the segmentID in the attribute table

roadCursor.insertRow(feature)
    roadArray.removeAll()

del roadCursor

print "Finished!"
print arcpy.GetMessages()

Python Fiddle

Python Cloud IDE