Open Banking is in some ways misnamed - you can't as an end-user just do OAuth and get a data feed out of your account, you'll have to go via a third party who've jumped through all the hoops.
I wonder if there are any open source third parties?
I tried it, but I couldn't get things working sandbox environment so I ended up giving up and just do manual exports.
Free to use (up to a limit). Not open source though.
Link: https://gocardless.com/bank-account-data/
[I work at GoCardless]