I am not familiar with Yodlee, but I recently discovered that many banks support OFX [1], which is a format for exchanging financial information.
GnuCash has a list of OFX credentials for major banks. [2] In fact, there are tons of OFX open source libraries out there - I had luck with this one recently in Python. [3]
GnuCash has a list of OFX credentials for major banks. [2] In fact, there are tons of OFX open source libraries out there - I had luck with this one recently in Python. [3]
[1] http://en.wikipedia.org/wiki/Open_Financial_Exchange
[2] http://wiki.gnucash.org/wiki/OFX_Direct_Connect_Bank_Setting...
[3] https://github.com/captin411/ofxclient