Identify significant "lead SNPs" for a trait, using the clumping algorithm of the popular PLINK software package. The output will be a list of independent SNPs associated with the trait, and other SNPs in linkage disequilibrium with them.

#Download PLINK1.9 from https://www.cog-genomics.org/plink/1.9/
plink

#Download genotype information for calculating LD from https://cncr.nl/research/magma/
g1000_eur.{bed,bim,fam}

#Download bottom line results for a trait
T2D.sumstats.gz

#Columns 
zcat T2D.sumstats.gz | head 
CHROM POS P N
6 33025792  0.5319  825254
6 31228974  0.3039  123309
17  37868463  0.9932  2630
12  128927440 0.8391  535350
5 143346236 0.6235  8319
1 43912702  0.3543  6658
2 84658819  0.4396  10392


#add rsIDs
zcat T2D.sumstats.gz | awk -F"\t" -v OFS="\t" 'FNR == NR {m[$1":"$4] = $2} FNR != NR {if (FNR == 1) {print "SNP",$0}  if (m[$1":"$2]) {print m[$1":"$2],$0}}' g1000_eur.bim - > T2D.annot.sumstats

#run clumping
plink --bfile g1000_eur  \
      --clump T2D.annot.sumstats \
      --clump-p1 1e-5 \
      --clump-p2 1e-2 \
      --clump-r2 0.1 \
      --clump-kb 250 \
      --clump-snp-field SNP \
      --out T2D

#output file
head T2D.clump