[Python] Multiple lines in a for loop in VS Code with Python

I have just started learning Python in VS Code but can't get VS Code to run the following for loop to produce list of the first 10 square values:

squares = [] for value in range(0,11):
square = value ** 2
squares.append(square) print(squares)


I get the following error:

>>> squares = []
>>> for value in range(0,11): \\ square = value ** 2 \\ squares.append(square) \\

File "<python-input-428>", line 3
squares.append(square)
IndentationError: unexpected indent


If I remove the second indent, this is asking the programme to do something different to what I want. I cant work out were I'm going wrong in VS Code.

When I save the code as a .py file and run the file in Command Prompt the programme runs find. Can anyone tell me where I'm going wrong in VS Code please.

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