Unfortunately Coinbase Pro's API and "fills report" doesn't include conversions of USD into USDC which can lead to a warning trade appearing on the review data step. In order to resolve this warning, you can follow the steps below.
Check the accounts report on Coinbase Pro to see if this is effecting you. Download this report by going to the Statements page, hover over the Generate button, and click on Account.
When exporting, make sure to select All Accounts and choose a date range which covers your full trading history.
After downloading this file, open it up and check for entries with the type as conversion. A single conversion will take up 2 rows like shown in the picture below:
Enter each conversion as a single trade using our Manual Exchange template in order to resolve the warning. In the image above, the manual template would be filled out with the following info:
Import the newly created csv file on the Manual Exchange tab in order to resolve the warning.