How to open this XML file to create dataframe in Python?

lxml, pandas, python, xml

Solution

XML is a tree-like structure, while a Pandas DataFrame is a 2D table-like structure. So there is no automatic way to convert between the two. You have to understand the XML structure and know how you want to map its data onto a 2D table. Thus, every XML-to-DataFrame problem is different.

Your XML has 2 DataSets, each containing a number of Series. Each Series contains a number of Obs elements.

Each Series has a NAME attribute, and each Obs has OBS_STATUS, TIME_PERIOD and OBS_VALUE attributes. So perhaps it would be reasonable to create a table with NAME, OBS_STATUS, TIME_PERIOD, and OBS_VALUE columns.

I found pulling the desired data out of the XML a bit complicated, which makes me doubtful that I've found the best way to do it. But here is one way (PS. Thomas Maloney's idea of starting with the 2D table-like XLS data should be way simpler):

import lxml.etree as ET
import pandas as pd

path = 'feds200628.xml'

def fast_iter(context, func, *args, **kwargs):
    """
    http://lxml.de/parsing.html#modifying-the-tree
    Based on Liza Daly's fast_iter
    http://www.ibm.com/developerworks/xml/library/x-hiperfparse/
    See also http://effbot.org/zone/element-iterparse.htm
    http://stackoverflow.com/a/7171543/190597 (unutbu)
    """
    for event, elem in context:
        func(elem, *args, **kwargs)
        # It's safe to call clear() here because no descendants will be
        # accessed
        elem.clear()
        # Also eliminate now-empty references from the root node to elem
        for ancestor in elem.xpath('ancestor-or-self::*'):
            while ancestor.getprevious() is not None:
                del ancestor.getparent()[0]
    del context

data = list()
obs_keys = ['OBS_STATUS', 'TIME_PERIOD', 'OBS_VALUE']
columns = ['NAME'] + obs_keys

def process_obs(elem, name):
    dct = elem.attrib
    # print(dct)
    data.append([name] + [dct[key] for key in obs_keys])

def process_series(elem):
    dct = elem.attrib
    # print(dct)
    context = ET.iterwalk(
        elem, events=('end', ),
        tag='{http://www.federalreserve.gov/structure/compact/common}Obs'
        )
    fast_iter(context, process_obs, dct['SERIES_NAME'])

def process_dataset(elem):
    nsmap = elem.nsmap
    # print(nsmap)
    context = ET.iterwalk(
        elem, events=('end', ),
        tag='{{{prefix}}}Series'.format(prefix=elem.nsmap['kf'])
        )
    fast_iter(context, process_series)

with open(path, 'rb') as f:
    context = ET.iterparse(
        f, events=('end', ),
        tag='{http://www.federalreserve.gov/structure/compact/common}DataSet'
        )
    fast_iter(context, process_dataset)
    df = pd.DataFrame(data, columns=columns)

yields

            NAME OBS_STATUS TIME_PERIOD   OBS_VALUE
0        SVENY01          A  1961-06-14      2.9825
1        SVENY01          A  1961-06-15      2.9941
2        SVENY01          A  1961-06-16      3.0012
3        SVENY01          A  1961-06-19      2.9949
4        SVENY01          A  1961-06-20      2.9833
5        SVENY01          A  1961-06-21      2.9993
6        SVENY01          A  1961-06-22      2.9837
...
1029410     TAU2          A  2014-09-19  3.72896779
1029411     TAU2          A  2014-09-22  3.12836171
1029412     TAU2          A  2014-09-23  3.20146575
1029413     TAU2          A  2014-09-24  3.29972110

Problem

Original source

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