Due to the fact Coinbase have retired 'Coinbase Pro' and merged the features into the main Coinbase platform, an Exchange Active Connection with 'Coinbase Pro' is no longer supported with Delta, as transactions can no longer be made on the 'Coinbase Pro' platform.
Depending on account, we may not be able to import historical trades made on 'Coinbase PRO' through your normal Coinbase Connection, as Coinbase unfortunately does not include this information.
For more information on the merge check out Hello Advanced Trade, Goodbye Coinbase Pro on the Coinbase blog.