Start by logging into your PayPal account. Navigate to the "Activity" section where you can view all transactions. Use the "Download" option to export your transaction history. Choose the CSV format for ease of data handling and analysis.

Open the downloaded CSV file using a spreadsheet application or a text editor. Review the data to understand the structure and columns available. Clean the data if necessary by removing irrelevant columns, correcting any inconsistencies, and ensuring all required fields are present and formatted correctly.

Install necessary programming tools on your local machine. Python is recommended due to its simplicity and powerful libraries for data processing. Ensure you have Python and pip installed, then set up a virtual environment to keep dependencies organized:
```bash
python -m venv paypal_convex
source paypal_convex/bin/activate # On Windows use `paypal_convex\Scripts\activate`
```

Create a Python script to read and parse the CSV file. Use libraries like `pandas` to load the CSV data into a DataFrame for easier manipulation. Install pandas using pip:
```bash
pip install pandas
```
Then, write a script to load the CSV:
```python
import pandas as pd

data = pd.read_csv('path_to_your_paypal_data.csv')
print(data.head()) # Verify data is loaded correctly
```

Transform the PayPal data into a format compatible with Convex. This may involve renaming columns, converting data types, or aggregating information. Use pandas functions to modify the DataFrame as needed. For example:
```python
data['amount'] = data['amount'].astype(float) # Ensure the amount is in the correct format
data.rename(columns={'transaction_id': 'id'}, inplace=True) # Example column rename
```

Before uploading data, ensure you have access to Convex's API documentation. Set up an API endpoint in your Convex project where the data will be sent. Note the authentication method required by Convex to ensure secure data transmission.

Use Python's `requests` library to send the processed data to Convex. Install the library if not already available:
```bash
pip install requests
```
Then, write a script to post data to Convex's API:
```python
import requests

url = 'https://your-convex-api-endpoint'
headers = {'Authorization': 'Bearer YOUR_ACCESS_TOKEN', 'Content-Type': 'application/json'}
response = requests.post(url, headers=headers, json=data.to_dict(orient='records'))

if response.status_code == 200:
print('Data successfully uploaded to Convex.')
else:
print('Failed to upload data:', response.text)
```
This step ensures your data moves securely and accurately from PayPal to Convex without third-party tools. Adjust the script as necessary based on Convex's specific API requirements.