Unfortunately Coinbase Pro's API and "fills report" don'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 will need to follow these steps.
Check the accounts report on Coinbase Pro to see if this applies to you. Download this buy going to the My Wallets page and clicking on the Download Statement button.
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 this picture:
Enter each conversion as a 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.