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Having looked into this before, the big issue is actually the web scraping. If you don't mind pulling the data manually there's software like GNUCash that can do not only what Mint does but even more. Maintaining the web scraping rules for numerous banks is a full time job (probably multiple) in itself though.

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I'm using GNUCash. I used to manually go through receipts and check against bank transaction history. That wasn't exactly sustainable so I wrote a python script to take the CSV that most banks will export and spit it back out in a nice and consistent format for importing into GNUCash. I could potentially explore the scraping capabilities of GNUCash, but with my current method it reminds me to pay down my current credit card balance while doing the exports.

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