Try disabling your anti-virus programs and retry your import. Here's How to Turn Off Anti-Virus Programs, which should resolve your connectivity issue.
If you're using TurboTax Online, be sure to clear your Cache and Cookies between attempts. For TurboTax Desktop, do a Manual Update, even if the Online link says you're updated.
As a reminder, be sure your broker accounts allow 'third party access'. In some cases, you need to enable that in your broker account settings.
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