Can you import financial data into Sage accounts?
Yes we can import data directly to sage but using custom format 

I did take a copy of CSV.php file and created a custom_export.php and then did the changes 

But you can also directly change CSV.php file and do the required changes - In most case sage file will need only minimum fields like which can do by altering the SQL

Type -  Account Ref - Nominal - Reference - Date - Transaction - Net - Vat - Tax code

If you need more details please let me know - I guess this helps!!!