Associating SNP and GENE Assuming I have SNPs data using hg19, how can I know which SNP belongs into which Gene? 

The data looks like:

chr10_103577643
chr10_124712463


and so on. 

I want to add a column of Gene, which would tell to which Gene the SNP belongs. 
The file is not a VCF file but a Txt file.
Use the Variant Effect Predictor(VEP)