The dynamics associated with a long rod projectile, travelling at high velocity, penetrating a heterogeneous target has long been an active research area. Historically both analytic and numeric models have assumed a continuous target medium in order to predict the performance of the penetrator-target system, even in cases where the target is composed of concrete, foam or a granular porous medium such as sand. Continuum models fail to capture the complicated grain level response within the heterogeneous target which can result in asymmetric loading of the projectile leading to variations in projectile performance. In this work a series of experiments were conducted in order to investigate the penetration dynamics of loose sand, specifically with a goal of building a better understanding of the grain level dynamics. High speed photography coupled with a particle image velocimetry (PIV) technique were used to capture both the grain level and bulk response of the penetration event. Experiments were conducted over a velocity range of 30 to 100 m/s using both cylindrical and spherical projectiles. The results indicate that variations in the projectile size and shape effect cavity formation and that cavity formation occurs nearly 25 times slower than the projectile velocity.