As a day-trader, when trying to make sense of market movements, it helps significantly to be able to tell whether groups of buys and sells have been made by the same person, or are a bunch of different people.

For example, say about 100 AM-PT shares have just been sold into the bid wall with a fair amount of slippage in the last 5 minutes. If it was sold by several different people, I will assign very different probabilities to various scenarios of what might be happening than if it was a single whale getting out.

I've frequently wished that information was available, but I don't mind it not being available to me as long as it's a fair, level playing field.