AceMoney supports importing data from QIF/OFX/QFX files. The banks usually provide data for download in this format. If your bank does that, then login to your account, download file and save it on your hard drive. Then open it with File->Import command of AceMoney and select an account. The transactions will appear in the account after import is done. If QIF file had any categories or payees that were not in your file, those would be automatically added.
Exporting data is quite opposite to Import. The user must select an account to be exported and specify a target file.
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