If you know what you paid for this investment (and any necessary adjustment to that basis for such things a nontaxable dividends) you should enter this as the cost basis. You are required to maintain any cost basis information for your investments. 

There are various reasons why a cost basis is not reported on Forms 1099B, for example if you changed financial institutions then Company B would not know the transactions that occurred while the holding was with Company A. Options are typically not reported with a cost basis.