The Auth event for ExchangeData Auth does not come unless you also subscribe to Notify event for ExchangeData.
If you subscribe ESEVENTTYPEAUTHEXCHANGEDATA:
Result: No events
if you subscribe ESEVENTTYPEAUTHEXCHANGEDATA + ESEVENTTYPENOTIFYEXCHANGEDATA
Result: Auth and Notify events
Other Auth events work independently of notify event, this seem to be a bug.
If you subscribe ESEVENTTYPEAUTHEXCHANGEDATA:
Result: No events
if you subscribe ESEVENTTYPEAUTHEXCHANGEDATA + ESEVENTTYPENOTIFYEXCHANGEDATA
Result: Auth and Notify events
Other Auth events work independently of notify event, this seem to be a bug.