In Windows, set the file association for .QFX extension files to point to qw.exe which is in the Program files\Quicken folder.
BOTH of those replies assume that you're running a currently supported Q product (Q2016 or later) and that the QFX file was downloaded from a "Participating Financial Institution" that has a current contract with Quicken, Inc,
Q will refuse to import any QFX file that doesn't satisfy both of those conditions.
Q user since DOS version 5 Now running Quicken Windows Subscription, Home & Business
Retired "Certified Information Systems Auditor" & Bank Audit VP
Comments
-also older versions as needed for testing
-Questions? Check out the Quicken Windows FAQ list
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(Canadian Q user since '92, STILL using QM2007)
Q will refuse to import any QFX file that doesn't satisfy both of those conditions.
Now running Quicken Windows Subscription, Home & Business
Retired "Certified Information Systems Auditor" & Bank Audit VP