You may have 3 options

1. Convert data to old QB Desktop with a non subscription license to lower your cost.

2. Convert data to QB Desktop as the first step and convert it again to QB Online if you prefer a cloud based app to manage your data.

3. If you still want to use QB Self-Employed, you can't convert data from Quicken. It's best to ask your bank and  financial institution what file formats you can download from them.