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Maybe off-topic: donwloading transactions



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I would like to know what people do to account for frequent trades.  I use
Quicken for everything.  For futures, I just enter a monthly summary when
the statement arrives.  But for equities and options, I like to have a
record of each trade.  One broker gives me direct OFX transaction data each
morning for each trade, which makes it really easy.  But most of the brokers
do not do that - I can view online statements, but no automatic transaction
entry into Quicken.  I wish they all allowed daily transaction data, or am I
just being too anal?  Is there no market demand for this?