Quicken also supports Web Connect and Express Web connect but these are proprietary to Quicken, some organizations misname what they support. Direct Connect and Web Connect can look similar in some respects.
Each organisation that supports Direct Connect and hence OFX will have its own server settings, even if they use a service provider there is likely to be some differences. To support OFX means the institution must have the infrastructure that supports the service, there is no way of providing it just on the Moneydance side it is really a client/server application.
Express Web Connect is proprietary to Quicken, it is an aggregation service that you give your usernames/passwords to Quicken and they download and store your transactions on their servers which you later download from.
There are security and privacy issues with such services which is why Moneydance does not support or use any of them.
There's a discussion / screencap in there that suggest to me that maybe this should work?
I have an account that I have enabled under Desktop Software / Quicken Direct Connect. Whatever I POST to the URL above, I always just get these error messages back though:
<MESSAGE>There was a problem preparing your data. If the problem persists, please contact customer service.</MESSAGE>
<MESSAGE>Invalid credentials, please review your Third-Party Services credentials in Account Management.</MESSAGE>
I'm not sure exactly which combination of the OFX USERID / USERPASS / USERCRED1 / USERCRED2 / ACCESSTOKEN / APPKEY / AUTHTOKEN tags I should be populating with my Interactive Brokers "token" + "query id" (+ username/password).
I've tried all the combinations I can think of, but open to suggestions... or maybe this really doesn't work.
Other anecdotes suggest that it doesn't work, and mislabeled on their account site. I don't actually have Quicken, so I can't tell, but the URL i mentioned seems to have some kind of OFX implementation.