If you are making many requests, it is worth it to have a look at requests.Session. This re-uses the connection to the server for subsequent requests (and also the headers and cookies).

I would also start separating your different responsibilities. One might be global constants (like your header and cookies), one a function that actually does the submission, one that creates the session and does each submission and then some code under a if __name__ == '__main__': guard that executes the code.

import requests
import json

COOKIES = {<redacted>}
HEADERS = {<redacted>}

def post(session, url, data):
    """Use session to post data to url.
    Returns json object with execute result"""
    response = session.post(url, data=data)
    json_file = response.content.split('<ExecuteResult>')[1]
    json_file = (json_file.split('</ExecuteResult>')[0]).replace("\\", "")
    return json.loads(json_file)


def post_submisssions(url, data, n):
    """Create a session and post `n` submissions to `url` using `data`."""
    session = requests.Session()
    session.headers.update(HEADERS)
    session.cookies = COOKIES
    
    for _ in xrange(n):
        json_response = post(session, url, data)
        print "Created Id:", json_response['_entity']['Id']


if __name__ == "__main__":
    url = "<redacted>"
    data = "<redacted>"
    post_submisssions(url, data, input("How many submissions to create:"))

I also added some rudimentary docstrings.

If you are making many requests, it is worth it to have a look at requests.Session. This re-uses the connection to the server for subsequent requests (and also the headers and cookies).

I would also start separating your different responsibilities. One might be global constants (like your header and cookies), one a function that actually does the submission, one that creates the session and does each submission and then some code under a if __name__ == '__main__': guard that executes the code.

import requests
import json

COOKIES = {<redacted>}
HEADERS = {<redacted>}

def post(session, url, data):
    """Use session to post data to url.
    Returns json object with execute result"""
    response = session.post(url, data=data)
    json_file = response.content.split('<ExecuteResult>')[1]
    json_file = (json_file.split('</ExecuteResult>')[0]).replace("\\", "")
    return json.loads(json_file)


def post_submisssions(url, data, n):
    """Create a session and post `n` submissions to `url` using `data`."""
    session = requests.Session()
    session.headers.update(HEADERS)
    session.cookies = COOKIES
    
    for _ in xrange(n):
        json_response = post(session, url, data)
        print "Created Id:", json_response['_entity']['Id']


if __name__ == "__main__":
    url = "<redacted>"
    data = "<redacted>"
    post_submisssions(url, data, input("How many submissions to create:"))

I also added some rudimentary docstrings.

You could also change your parsing by using BeautifulSoup:

from bs4 import BeautifulSoup

def post(session, url, data):
    """Use session to post data to url.
    Returns json object with execute result"""
    response = session.post(url, data=data)
    soup = BeautifulSoup(response.content, 'lxml')
    return json.loads(soup.find('ExecuteResult'.lower()).replace("\\", ""))