I was having this issue as well importing from E*Trade and tried the 3 options I could find, Securities, Bank and Advisor. I would get different error messages in all 3, ranging from password issues to no data. What finally got me in was to enter just my password without the 6 digits from the VIP Access app.
I hope this solution works for you. It has been super frustrating not being able to import the data. I skipped it and was at a point I needed to fix or manually enter (was not looking forward to manual entry).
