Problems like this can be frustrating and time consuming. Lots of users are having the same problem with Alpha Vantage.
There is a free alternative that does not suffer from these issues and thus is a lost faster. It a stand-alone program that was originally developed to help out users of MS Money when Microsoft stopped supporting that product. The developer is actively supporting this software and has adapted it to work with Moneydance. This current build very stable and the quotes very consistent. Two sources are available, not Alpha Vantage. No strange prices. It has a lot of useful features. These include obtaining quote for stocks & funds, from many stock exchanges US, Canada, UK, Europe and Australia to name but a few. Provide a means for importing all this data into Moneydance. You can also import exchange rates along with your security prices. The program is in java, like Moneydance and thus runs on Windows, Mac and Linux computers.
Further to this….
I selected and copied the stocks glance, pasted it into Numbers (I use a Mac), selected the first column, pasted it into the Java program and, with a little editing, ended up with all the quotes for the stocks I have.
If I export to OFX, then it wants to import them into an account.
From your post it appears you have managed to run the hleofxquotes program and can see prices for the quote you want to import into Moneydance listed in the “Converted Prices” tab. If this is not the case post again.
The next step in the process is to import these quotes into Moneydance so that all your security prices are updated in their associated Security Price History windows.
Now carefully read page 3 of the PDF from the heading “There are three methods of entering data into Moneydance”.
Decide which import method you want to use, Mikes Security Price Loader or Security History Loader extension. Don’t attempt to use the QIF File Method. Also pay particular attention to the information highlighted in the blue box, starting “For import to work...”.
Move on to page 4 of the PDF and follow the instruction under the heading ““Security Price Loader/Security History Loader” Method”. When you complete the steps under this heading all your quotes will have been imported.
Don’t try to use OFX, it’s not intended for Moneydance users!
One of the biggest problems is finding the correct symbol for your securities. Each source often require a different symbol, some need a extension to define the exchange the security the is traded on, other don't. The exchange symbol can also change from source to source.
On page 2 of the PDF in the green box read the section starting "The biggest problem.." and use the links provided.