You can simply change the file extension from .qfx to .qbo
HOWEVER…as I understand it, banks have to pay a fee to provide a .qbo file for download so if a .qbo is not one of the options available to download either your bank doesn’t offer it at all or not with the type of account you have.
In the .qxf file about 24 lines down there is a bank ID number <INTU.BID>#### where the # represents the bank number, i.e. <INTU.BID>64161 if your bank is not on the list you will get an error when trying to import but it’s an easy fix by just changing the number to one that does work. You can try 64161 and or do a search for “List of INTU.BID”.
Once you have a good number, change the .qfx file extension to .txt and open in a text editor. Scroll down the the <INTU.BID>, change the number and save the file. Change the extension from .txt to .qbo and your good to go. You can double click on that file or go into Quickbook Desktop and follow the directions for importing bank transactions.
Banking>Bank Feeds>Import Web Connect File select your .qbo file and bada bing bada boom!