The Quicken data file is a QDF file, This is a proprietary format that only Quicken and related products can read.
QXF files are again a proprietary format that only Quicken products recognise.
QFX files are generally created by financial institutions as a downloadable format for transactions. Moneydance can process such files, but they are of limited use for migration as they do not contain category information, as far as I am aware no version of Quicken has ever produced files of this format.
QIF files are what you want, and to get these you would need to use Quicken to export the data in this format.