OFX2QFX is an useful utility to convert OFX files to the QFX format. Open your bank file in format you have and convert to QFX format.
QFX format is Web Connect file to import into Quicken, Quicken 2015 for Mac, Quicken Essentials for Mac and Quicken online. Other accounting and personal software packages support QFX import such Simple Home Budget, YNAB, Wave Accounting, AccountEdge, and many others.
The application allows to review and select transactions in the OFX file before converting to QFX (Web Connect) file.
In Quicken, import QFX as File, then Import, then Web Connect file under the main menu.