When this error occurs, it means either:
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The symbols in the data file don't match those in the Security List, so Quicken can't match them to existing securities. To fix this, choose Tools menu > Security List and verify that the ticker symbols in your import file match those assigned to your securities in Quicken.
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The data in the import file is not correct. Either the format is not compatible or the file is corrupted.
Try importing the information in a different format. Quicken supports importing price data from ASCII files in a specific format. If your file does not match that format, the import will fail. For more information, see How do I update security prices (get quotes)?