diff --git a/.vscode/launch.json b/.vscode/launch.json
index f18f6af..b067598 100644
--- a/.vscode/launch.json
+++ b/.vscode/launch.json
@@ -31,8 +31,8 @@
                 "PYTHONPATH": "${workspaceFolder}/..",
                 "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
                 "MODEL_CONFIG": "vecm",
-                "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
-                // "CVTT_URL": "http://dev-server-02.cvtt.vpn:23456",
+                // "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
+                "CVTT_URL": "http://dev-server-02.cvtt.vpn:23456",
             },
             "args": [
                 // "--config=${workspaceFolder}/configuration/pair_trader.cfg",
diff --git a/LIBRARIES b/LIBRARIES
deleted file mode 100644
index fc4f358..0000000
--- a/LIBRARIES
+++ /dev/null
@@ -1,2 +0,0 @@
-cvttpy_tools: 1.3.4
-cvttpy_trading: 2.4.1
\ No newline at end of file
diff --git a/VERSION b/VERSION
index 6812f81..05b19b1 100644
--- a/VERSION
+++ b/VERSION
@@ -1 +1 @@
-0.0.3
\ No newline at end of file
+0.0.4
\ No newline at end of file
diff --git a/lib/live/mkt_data_client.py b/lib/live/mkt_data_client.py
index 99a36c3..b11a6f4 100644
--- a/lib/live/mkt_data_client.py
+++ b/lib/live/mkt_data_client.py
@@ -196,8 +196,9 @@ class MdSummaryCollector(NamedObject):
         Log.info(f"{self.fname()} Timer for {self.exch_inst_.details_short()} is set to run in {start_in} sec")
 
     def next_load_time(self) -> NanosT:
+        ALLOW_LAG_SEC = 1
         curr_sec = int(current_seconds())
-        return (curr_sec - curr_sec % self.interval_sec_) + self.interval_sec_ + 5
+        return (curr_sec - curr_sec % self.interval_sec_) + self.interval_sec_ + ALLOW_LAG_SEC
 
     async def _load_new(self) -> None:
 
diff --git a/lib/pt_strategy/live/live_strategy.py b/lib/pt_strategy/live/live_strategy.py
index c23cde7..57c1357 100644
--- a/lib/pt_strategy/live/live_strategy.py
+++ b/lib/pt_strategy/live/live_strategy.py
@@ -42,14 +42,14 @@ class PtLiveStrategy(NamedObject):
     # for presentation: history of prediction values and trading signals
     predictions_df_: pd.DataFrame
     trading_signals_df_: pd.DataFrame
+    allowed_md_lag_sec_: int
+
 
     def __init__(
         self,
         config: Config,
         pairs_trader: PairTrader,
     ):
-        # import copy
-        # self.config_ = Config(json_src=copy.deepcopy(config.data()))
         self.config_ = config
 
         self.pairs_trader_ = pairs_trader
@@ -83,6 +83,8 @@ class PtLiveStrategy(NamedObject):
         )
         assert self.history_depth_sec_ > 0, "history_depth_hours cannot be 0"
 
+        self.allowed_md_lag_sec_ = self.config_.get_value("allowed_md_lag_sec", 3)
+
         await self.pairs_trader_.subscribe_md()
 
         self.open_threshold_ = self.config_.get_value(
@@ -136,23 +138,29 @@ class PtLiveStrategy(NamedObject):
             Log.warning(f"{self.fname()} list of aggregates IS EMPTY")
             return False
 
-        ALLOWED_LAG_SEC = 5.0
         curr_ns = current_nanoseconds()
-        LAG_THRESHOLD = NanosT((self.interval_sec() + ALLOWED_LAG_SEC) * NanoPerSec)
         
         # MAYBE check market data length
-        lag_ns = curr_ns - hist_aggr[-1].aggr_time_ns_
-        if lag_ns > LAG_THRESHOLD:
+        
+        # at 18:05:01 we should see data for 18:04:00
+        lag_sec = (curr_ns - hist_aggr[-1].aggr_time_ns_) / NanoPerSec - self.interval_sec()
+        if lag_sec > self.allowed_md_lag_sec_:
             Log.warning(
                 f"{self.fname()} {hist_aggr[-1].exch_inst_.details_short()}"
-                f" Lagging {int(lag_ns/NanoPerSec)} seconds:"
+                f" Lagging {int(lag_sec)} > {self.allowed_md_lag_sec_} seconds:"
                 f"\n{len(hist_aggr)} records"
                 f"\n{hist_aggr[-1].exch_inst_.base_asset_id_}: {hist_aggr[-1].tstamp()}"
                 f"\n{hist_aggr[-2].exch_inst_.base_asset_id_}: {hist_aggr[-2].tstamp()}"
-                # f" {hist_aggr[-1].exch_inst_.base_asset_id_}: {format_nanos_utc(hist_aggr[-1].aggr_time_ns_)}"
-                # f" {hist_aggr[-2].exch_inst_.base_asset_id_}: {format_nanos_utc(hist_aggr[-2].aggr_time_ns_)}"
             )
             return False
+        else:
+            Log.info(
+                f"{self.fname()} {hist_aggr[-1].exch_inst_.details_short()}"
+                f" Lag {int(lag_sec)} <= {self.allowed_md_lag_sec_} seconds"
+                f"\n{len(hist_aggr)} records"
+                f"\n{hist_aggr[-1].exch_inst_.base_asset_id_}: {hist_aggr[-1].tstamp()}"
+                f"\n{hist_aggr[-2].exch_inst_.base_asset_id_}: {hist_aggr[-2].tstamp()}"
+            )
         return True
 
     def _create_md_df(self, hist_aggr: List[MdTradesAggregate]) -> pd.DataFrame: