GnuCash is able to connect with OFX DirectConnect if the bank makes its URL public.
But you can also connect directly from within your account registers to your financial institutions to download transaction data directly to your registers. GnuCash can import financial data from several types of files. Online Banking in Gnucash - OFXDirectConnect
1.7.1 OFX Downloads Fails - OFX log shows a 'TLS Handshake Error'.1.5 'No user assigned to this account.1.1.5 Using Gnucash to download transactions directly to an account register.1.1.4 Manual AQBanking Account Creation.1.1.3 Using AqBanking to set up accounts.