Most banks had to provide an API for MS-Money to download data from them, and not all banks support that API anymore.

You might find that some banks still provide MS-Money format files for download that you can import.

Here is how you used to do it for an unsupported bank: https://support.microsoft.com/en-us/kb/836196

Some banks still support MS-Money others do not.

MS-Money will take QIF or QFX files and import them I think.

Even if your bank does not support MS-Money file formats you can find a converter here: http://ms-money-file-converter.en.informer.com/

I think Quicken is more advanced than MS-Money. It has been updated to modern technologies while MS-Money is frozen in time and a legacy app.