Best Way to Connect Computers for Migration Assistant

Hello! I have a mid-2012 MacBook Air with about 500 GB data that I’d like to transfer to my brand-new current MacBook Pro. I’ve been told the best way to transfer is via Migration Assistant. I thought I had the right cord to connect the two computers, but when I went to connect to the Air, the cord (Thunderbolt to Gigabit Ethernet Adapter) fell out of the Thunderbolt port, so I’m guessing it’s wrong, lol. So, the question is what cord(s) do I need that will connect the two for this purpose? Apologies if this is an easy answer I should already know, but a little confused about it. Any other info needed please let me know. Thank you very much for any help!