Tape Reconstruction Filtering is another completely unique tool that ZoneTraderPro offers. NinjaTrader and other indicators report the size of the fill in the time and sales window.
The time and sales window reports the size of the fill, and not the size of the order. So when this order for 334 contracts to buy went off, the largest fill size was 22. Other software would only pick up a trade for 22 contracts as the largest order.
NinjaTrader includes a cumulative delta indicator with the volumetric bars package. However, and this is very important, if you put a filter value in of 100, this trade would not have been captured.
The indicator is accurate if there is no filter used. But if you want follow the large lot traders, then only ZoneTraderPro has your answer.