When you download investment transactions, you are given two options on the New Data Download window:
Review and accept downloaded transactions into your Quicken transaction list
Downloaded transactions can be marked as either Matched, New, or Near Match. You can click Accept All to put all the transactions in your investment transaction list at once. However:
If you are matching a Sell transaction, you may be asked to specify lots for performance and tax-tracking purposes.
If you are selling a security for which you have only one open lot, or if you are selling your entire holdings of a security, Accept All does not prompt you for lot information.
If Quicken won't let you click Accept for a downloaded Sell transaction, or if you have already clicked Accept All and now you have a Sell transaction in your transaction list without a related Buy, see the troubleshooting topic on this subject.