delay in bank feed download

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Hi. Wonder if anyone has any tips.  Have just set up Bank Feeds and connected ok to our bank.  Does anyone know if you have a delay of one day before any bank transactions will be downloaded or is there an option to download live and current bank transactions (ie. this mornings payments)? 

If I click DOWNLOAD in the Bank Feeds window, it contacts the bank and then says there are no transactions to download, although I know there are several that I have made this morning.

Thanks in advance