Pre-process OFX download?

[jmk]

Is it possible to d/l an OFX file directly (so I can then parse it
before importing into GNUCash)? I cannot find a way to do it in the
program itself... I found mentions of a tool that can do this, but the
site linked is a 404 now. (http://www.jongsma.org/ofx/)

My bank does not allow downloads of OFX/QIF etc from the web afaik. Only
from programs like Quicken/GnuCash, etc via OFX