I think I read on here that they will provide it on request. Personally, I think I can cope using the monthly statements.
Such statements are helpful, but are never a substitute for doing one’s own work. Every other broker I have used misses out some important information in their consolidated tax statements, leaving me with calculations to do on my own. For instance, with some I need to look up the USD/GBP exchange rate on days of purchase and sale of US stocks to correctly figure my GBP value of capital gains, or GBP value of each dividend. No broker correctly reports any of the taxable “excess reportable income” retained in ETFs (both distributing and accumulating types). For this I have to go to the websites of Vanguard and iShares and read the relevant reports. E.g. https://global.vanguard.com/documents/institutional/vf-plc-excess-reportable-income-30-june-2019.pdf
Here is the data for VNRT. There were 5 dividend payments, 4 paid out and 1 retained. All are taxable. The retained one increases the basis cost of my shares. No broker helps with this information.
Knowing that I will have to do this work I keep my own records using a Google sheets spreadsheet. I find it easiest to do this on a daily basis, rather storing up a big task for the end of the year. Exchange rate information is easily produced using
=GOOGLEFINANCE("USDGBP", "price", "01/01/2020",366)