Blank Paper Tape Question

Does regular paper tape normally come with the sprocket holes pre-punched, or does the device that punches the data holes also punch the sprocket holes? I recently bought some "paper tape" from eBay, and it looks like the right stuff except it's totally without holes. I don't think I've ever seen "virgin" tape before, but I had the idea that the sprocket holes down the middle came with the tape. I'm kicking around trying to build my own tape punch, since I have been unsuccessful at scrounging or buying one so far. I picked up some stainless steel flat and some rod of the appropriate diameter for the holes today, along with some solenoids for actuating said rods. I'm thinking of machining the stainless to make my own punch, but the lack of sprocket holes on the new tape has me confused. Do I need to add another solenoid and pin to punch a smaller hole for the sprocket, or did I just buy some odd-ball tape?