I don't know about documentation of the OFX features, but the HBCI features are
so far only documented in the file doc/README.HBCI. It would surely be better to
integrate this in the main documentation. Any volunteer is invited to step up
and submit patches/improvements to the documentation.

*** Bug 99478 has been marked as a duplicate of this bug. ***

*** Bug 472854 has been marked as a duplicate of this bug. ***

JFYI: some aqbanking versions (3, 4) include a (german) manual or it is available at http://www2.aquamaniac.de/sites/download/packages.php

Online documentation:
de: http://www2.aquamaniac.de/sites/aqbanking/manual5/setup_hbci_user_pintan.php
en: http://www2.aquamaniac.de/sites/aqbanking/manual5/setup_ofx_user.php

It's been over 10 years. I guess people won't think I am rushing in too soon if I volunteer to write some OFX import documentation.

The topics I see discussed in this bug report, and bug 99478, and bug 472854, are:
1. On-line banking, understood as GnuCash making an interactive connection with a financial institution and retrieving transaction information via that connection. (from bug 303184)
1.a. Setting up On-line banking using the OFX DirectConnect specifications
1.b. Loading transactions via On-line banking using the OFX DirectConnect specifications
1.c. Setting up On-line banking using the HBCI specifications
1.d. Loading transactions via On-line banking using the HBCI specifications
2. Transaction import, understood as GnuCash importing a static file with transaction information, a file which was almost certainly downloaded by the user from a financial institution's systems. (from bug 742854 and 99478)
2.a. Transaction import using the OFX or QFX specifications 
2.b. Transaction import using the QIF specifications
2.c. Explanation of import mapping between incoming transactions and destination accounts.
2.d. Explanation of the Bayesian mapping feature, and its pitfalls when account names change.

Possible other topics: 
AqBanking (http://www2.aquamaniac.de/sites/download/packages.php?package=03&release=118) mentions other specifications: YellowNet, GeldKarte, DTAUS, Paypal. Are these usable in GnuCash? If so they should be added to the scope list.

Sources of content:
File doc/README.OFX has some good material to incorporate, for 1.a. and 2.a.
File doc/README.HBCI has some good material to incorporate, for 1.b.
http://www2.aquamaniac.de/sites/aqbanking/manual5/setup_hbci_user_pintan.php has instructions, in German, on HBCI setup.
http://www2.aquamaniac.de/sites/aqbanking/manual5/setup_ofx_user.php has instructions, in English, on OFX DirectConnect setup.
http://www2.aquamaniac.de/sites/download/packages.php?package=03&release=118 has a README file inside its tarball, with with 391 lines of description. 

Location for the documentation:
Bug 472854 suggests that this content belongs in Help book section 2.7. I think that in Feb 2016 that section is now 3.3. "Import QIF Files". This part of Chapter 3. "Getting Started". 
Bug 472854 also suggests that it is referred to in section 6.3.  I think that in Feb 2016 that section is now 6.15.2. "Get Transactions ...", part of 6.15 "6.15. Online Actions ...", and is empty.

I lean towards putting instructions on configuring your GnuCash for on-line banking in Chapter 5. "Setting Up, Editing & Working with Accounts", with a sub-section for each specification, e.g. OFX DirectConnect, HBCI, etc.

Then put the instructions for retrieving transactions with on-line banking, and for importing transactions, in section 6.3., renamed "Enter transactions". The current "Enter Transaction via register" becomes one subsection, entering transactions via on-line banking becomes another, and importing transaction files becomes yet another subsection.

I think current, empty section "6.15. Online Actions ..." need not exist. Online is just another way to accomplish actions, an alternative to directly editing GnuCash registers. So, for each task, put the instructions for the online method next to the instructions for the direct editing method.

I also think there should be a chapter with a reference to every GnuCash menu item and dialogue box, which can briefly explain each control and option, and point to other sections for the full explanation. It's one of the places I looked for recently to find answers to my question about how Bayesian import mapping worked. However, such a reference is beyond the scope of this bug report, so I won't go into that further here.

I (Jim) have recently encountered difficulties and confusion with OFX transaction import (topic 2.a. above), so I propose to make a pull request to gnucash-docs with:
1. a section 6.3.x "Enter transactions via OFX file import" explaining that, 
2. enough of topic 1 and topic 2 to set a context in a section 6.3.x. 
3. Move present 3.3. "Import QIF Files" to 6.3.x
4. Replace section 3.3. with an introduction topics 1 and 2 above, and references to full explanations in 6.3.x
5. a placeholder for 1.a. and 1.c. in a new section of Chapter 5. "Setting Up, Editing & Working with Accounts", about setting up on-line banking.
6. referring to doc/README.OFX and doc/README.HCBI and re-using that content if it's helpful.

I suggest a later task would be to move all content presently in doc/README.OFX and doc/README.HCBI to the sections above, and delete those README files.  I won't take that on in my first pull request.

Comments welcome.

Jim--

Great to see action on this. You clearly have a handle on what you'd like to see for this, and I look forward to your updates. I agree that this information best fits into the Help document. Having 3 sections regarding input sounds good; I think the Guide does it similarly now.

I know that high level explanations of some of these issues would be very helpful in the docs; the issues come up regularly in the lists, and there have been a number of discussions there that could help supply text for the docs. 

I would hope that your efforts would target the popular formats first and most fully--QIF, OFX and CSV (based on list discussions). Others might not need as extensive coverage (but I'm happy to be wrong).

I would encourage to focus your additions on the GnuCash aspects here. I'm not sure how much detail you were planning on documenting AqBanking features, but I would try to avoid documenting that package, since it is separate.

David

After 15 years it seems that there should be something about how import process works.

I would like to see information from https://bugzilla.gnome.org/show_bug.cgi?id=776636#c9 included in the documentation.

Well, here it is in 2018, and it looks like I have not yet done any of the writing I proposed to do in Comment 5 (2016) https://bugzilla.gnome.org/show_bug.cgi?id=303164#c5 . One doesn't want to hurry these things. It's been less than 13 years since the gap in the documentation was pointed out. :-(

Re: #c5:
Some users already created:
general:
https://wiki.gnucash.org/wiki/AqBanking

FinTS, formerly HBCI, bidirectional, common in DE:
https://wiki.gnucash.org/wiki/De/HBCI

OFX, only download, no upload of orders:
* https://wiki.gnucash.org/wiki/Setting_up_OFXDirectConnect_in_GnuCash_2
* https://wiki.gnucash.org/wiki/Talk:Setting_up_OFXDirectConnect_in_GnuCash_2
 most of this should be moved in:
* https://wiki.gnucash.org/wiki/OFX_Direct_Connect_Bank_Settings
 could be become an appendix of help
check also:
https://wiki.gnucash.org/wiki/index.php?search=ofx&title=Special%3ASearch&fulltext=1

Perhaps the intro should be similar to 
https://wiki.gnucash.org/wiki/De/Datenaustausch#.C3.9Cbersicht
If translate.google fails, I can create a translation

YellowNet is a special protocol of the Swiss Postfinance (the former banking part of the Swiss mail service)

Paypal is the former ebay finance service, which has its own specs.

IIRC both a based on SWIFTs MTxxx message types.

DatAus abbreviation of DATenträgerAUStausch (data carrier exchange) was used in Germany before the internet, but is still usable. You drop a floppy with your orders at the bank and get the next day the account statements back.

Geldkarte (MoneyCard): you load a special storage on your bank card with a smaller amount of cash fom your bank account for almost trackless use paying e.g. bus and train tickets. At least your bank can not see, if you spent it on Reeperbahn (red light district) or Deutsche Bahn (public railway). ;-)

There is still Bug 687820 - Proposal to restructure Tutorial and Concepts Guide. 
I think, we should put all *data exchange* stuff in one chapter with links from other chapters and it should be "close behind" checkbook - a misleading title.
So I would just create a file ch_exchange.xml, link it for test purpose somewhere in gnucash-guide.xml and we can decide the right place later.

After the intro, the Bayesian matcher should be explained because aqbanking and most importer use it, probably in the context of QIF import because it might be the most common format to import data from other financial applications. And that is what most new users want to do early.

Grepping Guide for "online" returns only
* storage of aqbanking configuration and
* online quotes
so there is currently no "empty chapter".

The reference chapter which you mention belongs into the help manual an can be written later.

GnuCash bug tracking has moved to a new Bugzilla host. The new URL for this bug is https://bugs.gnucash.org/show_bug.cgi?id=303164. Please continue processing the bug there and please update any external references or bookmarks.