Convert Triple Level List Structure into data.frame

Question

I have a triple level list, the dput is below. How can I convert this into a data.frame? Output should be a 6x23 data.frame and preferably with the correct column names. The number of rows is the length() of the top level list and the number of columns is combined length() of the lower-most level lists.

I tried doing this as suggested here (R list to data frame):

df <- data.frame(matrix(unlist(l), nrow=6, byrow=T))

and it almost works, but everything is converted to a factor. This is because unlist() only returns a vector and everything is forced into the same data type.

Thank you.

list(structure(list(contract = structure(list(conId = "98333158", 
    symbol = "6823", sectype = "STK", exch = "SEHK", primary = "SEHK", 
    expiry = "", strike = "0", currency = "HKD", right = "0", 
    local = "6823", multiplier = "", combo_legs_desc = "", comboleg = "", 
    include_expired = "", secIdType = "", secId = ""), .Names = c("conId", 
"symbol", "sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 9000, marketPrice = 7.4949999, 
        marketValue = 67455, averageCost = 7.34352835, unrealizedPNL = 1363.24, 
        realizedPNL = 0, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"), structure(list(contract = structure(list(
    conId = "107651219", symbol = "EEM", sectype = "OPT", exch = "AMEX", 
    primary = "AMEX", expiry = "20130621", strike = "45", currency = "USD", 
    right = "C", local = "EEM   130622C00045000", multiplier = "100", 
    combo_legs_desc = "", comboleg = "", include_expired = "", 
    secIdType = "", secId = ""), .Names = c("conId", "symbol", 
"sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 7, marketPrice = 0.335, 
        marketValue = 234.5, averageCost = 191.78912855, unrealizedPNL = -1108.02, 
        realizedPNL = 0, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"), structure(list(contract = structure(list(
    conId = "114533598", symbol = "ESTX50", sectype = "FUT", 
    exch = "DTB", primary = "DTB", expiry = "20130621", strike = "0", 
    currency = "EUR", right = "0", local = "FESX JUN 13", multiplier = "10", 
    combo_legs_desc = "", comboleg = "", include_expired = "", 
    secIdType = "", secId = ""), .Names = c("conId", "symbol", 
"sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 0, marketPrice = 2639.5, 
        marketValue = 0, averageCost = 0, unrealizedPNL = 0, 
        realizedPNL = -84, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"), structure(list(contract = structure(list(
    conId = "44053851", symbol = "REM", sectype = "STK", exch = "ARCA", 
    primary = "ARCA", expiry = "", strike = "0", currency = "USD", 
    right = "0", local = "REM", multiplier = "", combo_legs_desc = "", 
    comboleg = "", include_expired = "", secIdType = "", secId = ""), .Names = c("conId", 
"symbol", "sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 200, marketPrice = 15.5649996, 
        marketValue = 3113, averageCost = 13.9649, unrealizedPNL = 320.02, 
        realizedPNL = 0, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"), structure(list(contract = structure(list(
    conId = "15016062", symbol = "USD", sectype = "CASH", exch = "IDEALPRO", 
    primary = "IDEALPRO", expiry = "", strike = "0", currency = "CAD", 
    right = "0", local = "USD.CAD", multiplier = "", combo_legs_desc = "", 
    comboleg = "", include_expired = "", secIdType = "", secId = ""), .Names = c("conId", 
"symbol", "sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 30000, marketPrice = 1.02540505, 
        marketValue = 30762.15, averageCost = 1.02867, unrealizedPNL = -97.95, 
        realizedPNL = 0, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"), structure(list(contract = structure(list(
    conId = "37928772", symbol = "USD", sectype = "CASH", exch = "IDEALPRO", 
    primary = "IDEALPRO", expiry = "", strike = "0", currency = "SGD", 
    right = "0", local = "USD.SGD", multiplier = "", combo_legs_desc = "", 
    comboleg = "", include_expired = "", secIdType = "", secId = ""), .Names = c("conId", 
"symbol", "sectype", "exch", "primary", "expiry", "strike", "currency", 
"right", "local", "multiplier", "combo_legs_desc", "comboleg", 
"include_expired", "secIdType", "secId"), class = "twsContract"), 
    portfolioValue = structure(list(position = 75000, marketPrice = 1.25079, 
        marketValue = 93809.25, averageCost = 1.2473, unrealizedPNL = 261.75, 
        realizedPNL = 0, accountName = "U"), .Names = c("position", 
    "marketPrice", "marketValue", "averageCost", "unrealizedPNL", 
    "realizedPNL", "accountName"))), .Names = c("contract", "portfolioValue"
), class = "eventPortfolioValue"))

Dint notice that in your answer. deleted mine. Will repost if I could think of something better. — Arun
– Arun, Commented Mar 20, 2013 at 15:14
The matrix call will coerce to a common mode, "character", and then the data.frame call will coerce to factor unless stringsAsFactors is set to FALSE. — IRTFM
– IRTFM, Commented Mar 20, 2013 at 15:23
@Dwin Thanks - settings stringsAsFactors creates a data.frame with everything as a "char" as you mentioned. Can I do this operation without using unlist and matrix? These are the two operations causing me issues by coercing everything into a common mode. — mchangun
– mchangun, Commented Mar 20, 2013 at 15:27
@mchangun looks like you are using IBrokers to get your account informations.. try this function twsPortfolioValue — CHP
– CHP, Commented Mar 20, 2013 at 15:28
try twsPortfolioValue(reqAccountUpdates(tws), zero.pos=TRUE, ...) — CHP
– CHP, Commented Mar 20, 2013 at 15:34

James · Accepted Answer · 2013-03-20 15:28:01Z

4

You need to lapply though each sub-list calling as.data.frame.list explicitly. Then piece together with rbind.

dfr <- do.call(rbind,lapply(l,function(x) as.data.frame.list(lapply(x,as.data.frame.list))))
dim(dfr)
[1]  6 23
table(sapply(dfr,class))

 factor numeric 
     17       6

answered Mar 20, 2013 at 15:28

James

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1 Comment

CHP Over a year ago

if OP doesn't want characters to be converted to factors then perhaps you should add dfr <- do.call(rbind,lapply(l,function(x) as.data.frame.list(lapply(x,as.data.frame.list,stringsAsFactors=FALSE))))

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