When should you file your returns--and why can't you file anytime you want?
The states themselves determine the frequency of filing for each taxpayer--it can be either Monthly, Quarterly or Semi-Annually, or Annually, depending on the regulations of each state and your sales volume.
To find the filing frequency your state has determined for you, you should contact your state's sales tax office: http://blog.taxjar.com/state-sales-tax-phone-numbers/
To make sure your TaxJar Reports always match the filing frequency in the states where you've registered, you'll want to be sure to edit the State Settings for each of your nexus states to reflect the exact filing frequency the states have assigned you. You can do this here: https://app.taxjar.com/account#states