Yes it is possible; it's included with Proseries.But not all brokerage houses are supported.

Open the tax return

On the menu bar click "Import"

The first menu item in the pop up is "Financial Institute Download"

Select "Request 1099 and W2 data from client". 

Your client will receive an email with instructions.

When you receive the data, a down arrow will appear next to the client's return in the "99"

column