Downloading data from an online banking website. Besides Quicken files
(WebConnect and QIF), the only other file format is MS Money OFX.

That is an ASCII format with HTML-like syntax. I am currently writing a
macro to parse it. But I wonder....

Is there any way to directly input an MS Money OFX file into Excel, other
than purchasing a conversion program?

A Google search reveals that this question has been asked before in other
forums. I did not see a usable solution.