Although I already found some ways to annotate genomic positions with rsIDs using e.g. UCSC table browser, I'm not happy with that since I want a one-in-all linux script taking also strand issues (flipped alleles A-T vs- T-A or switched reference alleles) into account. 


What I have:

    chr position ref alt
    10  169560   G   T
    10  171117   G   A
    10  171126   G   A
    10  172995   A   C
    10  178499   C   T


What I want:

    chr position ref alt rsID
    10  169560   G   T   rsXXX
    10  171117   G   A   rsXXX, rsXXX
    10  171126   G   A   rsXXX
    10  172995   A   C   rsXXX
    10  178499   C   T   rsXXX


Thanks
I will write down my solution as an answer for documentation purposes. I started as Pirerre recommended, but then I used bcftools  instead of GATK. 

First, I created a header .txt file for the custom vcf file

    ##fileformat=VCFv4.0
    ##fileDate=09052019
    ##source=allchr_allvsall_sex_adjusted
    ##reference==GRCh37.p13
    ##phasing=partial
    ##INFO=<ID=AA,Number=1,Type=String,Description="Ancestral Allele">
    #CHROM	POS	ID	REF	ALT	QUAL	FILTER	INFO


Then I used `awk` to generate the data for vcf according the specifications (8 columns). Setting ID="." == missing, Quality to 100 and PASS for the filter for all positions. Of note my_chr_pos_alt_ref.out.gz data consists only of autosomal SNVs!

    zcat my_chr_pos_alt_ref.out.gz | awk '{print $1, ".", $2, $3, $4, 100, "PASS", "AA="$3}' OFS='\t' > tmp.vcf

add the header

    cat header.txt tmp.vcf > mydata.vcf
    rm tmp*

zipped and indexed

    bgzip mydata.vcf
    tabix -p vcf mydata.vcf.gz

Finally annotated rsIDs using:

    bcftools annotate \
    -a 00-common_all.vcf.gz \
    -c ID mydata.vcf.gz \
    --output-type z \
    -o mydata_dbSNP151.vcf.gz

dbSNP files from  ftp://ftp.ncbi.nih.gov/snp/organisms/human_9606_b151_GRCh37p13/VCF/

