Say I have any nested list, for example
A = [[120, \'Date1\', 1.03], [120, \'Date2\', 1.04], [120, \'Date3\', 1.02], [240, \'Date1\', 1
You can first convert your list to a dict and then build a DataFrame directly.
d = {} [d.setdefault(e[0],{}).update({e[1]:e[2]}) for e in A] df = pd.DataFrame(d) 120 240 381 Date1 1.03 1.06 NaN Date2 1.04 0.98 1.03 Date3 1.02 1.04 0.85