私はトリプルレベルのリストを持っています、dputは以下です。これをdata.frameに変換するにはどうすればよいですか？出力は6x23data.frameで、できれば正しい列名である必要があります。行数はlength()最上位リストの数であり、列数は最下位レベルのリストを組み合わせたものlength()です。
私はここで提案されているようにこれをやってみました（データフレームへのRリスト）：
df <- data.frame(matrix(unlist(l), nrow=6, byrow=T))
ほぼ機能しますが、すべてが係数に変換されます。これはunlist()、ベクトルのみを返し、すべてが同じデータ型に強制されるためです。
ありがとうございました。
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"))