QFX file or QFX format is OFX based format supported by Quicken. OFX specification allows additional tag to be added, so it makes OFX parsers to be ready for unknown tags and therefore able to parse QFX files as well.
QFX files also known as Web Connect files.
You can QFX files from other formats using the following tools:
to convert from OFX to QFX use OFX2QFX
to convert from CSV to QFX use CSV2QFX