All of my data supplied by Penson Financial Services is missing the cost basis for my transactions - it only has the 'sale' information; it's missing the 'purchase' information! Is anyone else having a problem with the tax information provided by Penson Financial (the broker that TOS uses)? I had TurboTax import my data from Penson Financial Group. It showed an enormous profit. TurboTax was missing all of the cost basis for my trades. I pulled the data directly from Penson, in the form of the printouts they sent me (the amended ones that were sent 2/15/11). Those Penson records match the ones on TurboTax. All of the cost basis is missing - it only has the sales proceeds! I started manually correcting by going back to the TOS transactions, but this is labor intensive - I did this thinking it was only a couple of transactions - this was before I realized it was for ALL TRANSACTIONS!