Starting from late 2009, you almost never see the real size of the executed orders in the ordinary NinjaTrader or Sierra Chart tape (Time and Sales). Almost every (especially large) market order is broken into small pieces. For example, a 200 lots market order can be displayed in your ordinary tape in many individual prints. Since 2009 tape reading became very complicated, making conventional tape much less useful.
Our version of tape (Advanced T & S), combines individual prints back together (the way it used to be before 2009) so that you can easily see the actual market orders to their full extent. There are also filters available in the Advanved T&S so you easily sense what the bigger/smaller traders are doing at the moment
It is also possible to enable two filter levels, with relative sound alarms.
Also the Advanved T&S is capable of displaying some other essential information including Iceberg Orders and Quantity Order entered associated at the trades executed.