Format Julia document not working in VS Code

When I try to format a Julia document using Option-Shift-F in VS Code I get the following message:

The Julia package “JuliaFormatter” must be installed to format code. Installation will take some time.

I have JuliaFormatter installed and I can format the document from within the REPL. This works:

julia> using JuliaFormatter

julia> JuliaFormatter.format("src/FILENAME.jl")