While it is possible to file your return before you receive your 1099-B, you should NOT file your tax return prior to receiving your 1099-B. Without knowing the complexity of your investment transactions it's hard guess what sort of potential problems could occur as a result of doing so. You could have disallowed losses due to wash sales, if you have dividends you won't know the amount that are qualified dividends, etc. If your transactions are few and simple, you may be able to do so without any problems, but I don't recommend doing so.
