OFX CONNECTION

Sorry for my bad english
I know it's late but maybe it will help you or others.

I created a script in M-Language to deal with Banco do Brasil's OFX files, without the need for conversions by reading the OFX directly.

Maybe it will serve as inspiration, you can check out the script at the link https://ornit.com.br

let

    pFile = "C:\temp\Extrato.ofx",

    Fonte = Csv.Document(File.Contents(pFile),[Encoding=1252, QuoteStyle=QuoteStyle.None]),
    #"Tipo Alterado" = Table.TransformColumnTypes(Fonte,{{"Column1", type text}}),

    Mod001 =
      Table.ReorderColumns(
            Table.FillDown(
        Table.ReplaceValue(
      Table.AddIndexColumn(
       Table.RemoveColumns(
          Table.SelectRows(
           Table.AddColumn(
    Table.TransformColumns(
           Table.AddColumn(
           Table.AddColumn( Table.SelectRows(#"Tipo Alterado", each Text.Contains([#"Column1"],"<"))
                          , "Column2", each Text.BetweenDelimiters([Column1],"<",">"), type text)
                          , "Column3", each Text.AfterDelimiter([Column1],">"), type text)
                          , {{"Column3", each try Text.BeforeDelimiter(_,"<")  otherwise _ , type text}})
                          , "Column4", each if List.Contains({"SIGNONMSGSRSV1","BANKMSGSRSV1","STMTTRN","LEDGERBAL"},[Column2]) then [Column2] else null, type text)
                          , each Text.StartsWith(Text.Trim([Column1]) ,"</") = false and [Column1] <> "<OFX>")
                          , {"Column1"})
                          , "Column1",1,1)
                          , each [Column1] , each if [Column4] = null then null else [Column1], Replacer.ReplaceValue, {"Column1"})
                          , {"Column4","Column1"})
                          , {"Column1","Column2","Column3","Column4"}),


    getData = (dbOFX,pBloco,pID) =>
    Table.PromoteHeaders(
         Table.Transpose(
        Table.SelectRows( dbOFX
                        , each [Column4] = pBloco and [Column1] = pID and [Column3]<>"")[[Column2],[Column3]])
                        ),

    Mod002 = 
    Table.AddColumn(
        Table.Group( Mod001 
                   , {"Column1","Column4"}
                   , {{"Data", each _, type table [Column1=number, Column2=text, Column3=text, Column4=text]}})
                   , "Data1", each getData([Data],[Column4],[Column1]), type table)[[Column4],[Data1]]
in
    Mod002

Jacy, I never worker with ofx file format, but did not find any working solution for Power BI to use ofx file. I have one idea, what about converting the ofx file to csv and then import it to Power BI? I found a node lib that can do that job for you. You can automate the conversion process and do not care about if Power BI has support for ofx files, since you will use a simple CSV file.

This is the library link. Hope it helps.