Development Update 1/19/21: The Coinbase Pro API import method will now read in all of your prior USDC conversions. You can delete your prior import and re-run to get this data imported to your account.
Unfortunately Coinbase Pro's API doesn't include conversions of USD into USDC which can lead to a negative balance warning trade appearing on the review data step. In order to resolve this warning, use the file import method for Coinbase Pro. The Coinbase Pro history file includes USD to USDC conversions.
Find the Coinbase Pro File Import Guide here.