RxJS: Setting default value for observable from another observable

I'm trying to create observable stream which takes user id from cookie and, if not found in cookie, fetches it from API. How can I do it in RxJS?

var userIdRequest = Rx.Observable.bindCallback(generateIdAsync);
var cookieUserIdStream = Rx.Observable.of(getCookieValue("user_id"))
    .filter(x => x !== null);

var userIdStream = cookieUserIdStream.__ifEmptyThen__(userIdRequest()); // <<< ???

// Emulating async request for user id
// Will be a JSONp call in real app
function generateIdAsync(cb) {
    setTimeout(() => {
        cb(`id_${new Date().getTime()}`);
    }, 300);
}

function getCookieValue(name) {
    var regexp = new RegExp(`${name}=([^;]*)`);
    var match = document.cookie.match(regexp);

    return match && match[1];
}

There's a defaultIfEmpty method which works with simple values only, not with observables. In Bacon.js there's or method for streams, which works perfectly fine, but I don't see anything similar in RxJS. Do I miss something or do I need to implement a custom observer?