Fear not you aren't. I contacted Zecco sometime ago and they replied the 1099 would be mailed mid-February 08. Outside the customary Jan 31st deadline. They replied to that, they received an extension. The 1099 I received looked nothing like other 1099's before, with the various boxes. Nor could I tell from it , any cost basis to use. This I believe a previous poster mentioned you have to do yourself. The only thing I could discern was the amount for qualified dividends.
Best advice is to keep track of what you buy and sell throughout the year using an old Sch. D and print a Sch-D1 if you make more than the five trades each for short term and long term capital gains trades. Zecco if you are reading please improve your 1099 service.!!!