Trying to index vcf file but getting the following

```
tabix -p vcf dbsnp_138.hg19.vcf.gz
Not a BGZF file: dbsnp_138.hg19.vcf.gz
tbx_index_build failed: dbsnp_138.hg19.vcf.gz
```

Thoughts on how to proceed? Thanks!
Looks to me like the dbsnp file is not bgzipped?

```
gunzip dbsnp_138.hg19.vcf.gz
bgzip dbsnp_138.hg19.vcf
tabix -p vcf dbsnp_138.hg19.vcf.gz
```