There is a third party data sharing setting that you need to ensure is turned on.
You can find that by going to the My Profile tab and looking for Security Settings. Here you will see manage third party data sharing. Set that to Yes and try again.
This customer provided a possible solution for those saying they cannot import into TurboTax. The customer essentially needs to log back into their E-Trade account, click on their profile icon, select Security Settings, Select Manage Third Party data sharing, and select yes to allow, and then save. Then import into TurboTax. (The customer that posted here already had it enabled but doing it again somehow fixed the import issue.)
Here's the link: https://ttlc.intuit.com/community/taxes/discussion/re-importing-error-import-unsuccessful/01/3592276#M1326994