You can use it any time, but I would use it when I am speaking of several different species.
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The only reason to utilize the "SHRIMPS" as the plural of "SHRIMP" is when speaking of different or multiple types of Shrimp (i.e., Whiteleg, Freshwater, Tiger, Amano, Sekura, Alaskan Pink, etc) collectively. It is stated by some, that depending on your "dialect", the plural "SHRIMPS" is used when speaking in generalease..e.g."I'm ordering the SHRIMPS" instead of the typical and preferable "I'