Not to Sergeant Heyburn is a written note in Dishonored.
All the Wall of Light components have been delivered to your station, and I expect it to be functional before midnight. You've also been provided with several spare whale oil tanks, should the need arise.
Last, it's come to my attention that various watchmen continue the adolescent practice known as 'Rat Burning". Remember--whale oil is not cheap. Please keep your men under control.
Can be found in a guard booth in the Distillery District.