Following Nick's suggestion, I made some requests in the pre-close period today and examined separately the TWS log file and the API log file. As it turns out, examining the API log file was unnecessary, since we can already see the bug in the TWS log file, before the data ever reaches the API. Here is a short excerpt:
```
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;34;37031]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;36;37031]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:1:6:INFO] Sending tick price.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:1:6:DET] [1;6;2070488;35;0.70999998;non-eligible;0;0;0]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070488;61;0]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070561;34;200000]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Sending tick size.
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:DET] [2;6;2070561;36;200000]
2022-04-11 16:04:40.267 [UN] INFO? [JTS-afarmDispatcherS8-111S8-112] - [0:151:151:1:0:2:6:INFO] Tick size sent.
```
As can be seen, tick types 34 and 36 are both sending the same number, even though the imbalance number in the GUI is most definitely not the same number as the auction volume.
So it seems that the bug is in the TWS section of the codebase itself, rather than in the Python API, which is a bit unfortunate because I probably could have done something about it via github if it was in the Python API. So I guess this probably has to be lodged as a ticket with the IB TWS team. Does anyone have any experience with this? Are they particularly responsive or is this one of those things that could take years for them to address?
Cheers,
Colin
