diff --git a/VERSION b/VERSION
index 7bcd0e3..6812f81 100644
--- a/VERSION
+++ b/VERSION
@@ -1 +1 @@
-0.0.2
\ No newline at end of file
+0.0.3
\ No newline at end of file
diff --git a/apps/pair_trader.py b/apps/pair_trader.py
index acda879..c43d2a7 100644
--- a/apps/pair_trader.py
+++ b/apps/pair_trader.py
@@ -145,7 +145,7 @@ class PairTrader(NamedObject):
         self.latest_history_[exch_inst] = history
         if len(self.latest_history_) == 2:
             from itertools import chain
-            all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.time_ns_)
+            all_aggrs = sorted(list(chain.from_iterable(self.latest_history_.values())), key=lambda X: X.aggr_time_ns_)
 
             await self.live_strategy_.on_mkt_data_hist_snapshot(hist_aggr=all_aggrs)
             self.latest_history_ = {}
diff --git a/lib/live/mkt_data_client.py b/lib/live/mkt_data_client.py
index bb6eae6..99a36c3 100644
--- a/lib/live/mkt_data_client.py
+++ b/lib/live/mkt_data_client.py
@@ -163,6 +163,7 @@ class MdSummaryCollector(NamedObject):
             )
             return None
         res = MdSummary.from_REST_response(response=response)
+        Log.info(f"DEBUG *** {self.exch_inst_.base_asset_id_}: {res[-1].tstamp_}")
         return None if len(res) == 0 else res[-1]
 
     def is_empty(self) -> bool:
@@ -196,14 +197,14 @@ class MdSummaryCollector(NamedObject):
 
     def next_load_time(self) -> NanosT:
         curr_sec = int(current_seconds())
-        return (curr_sec - curr_sec % self.interval_sec_) + self.interval_sec_ + 2
+        return (curr_sec - curr_sec % self.interval_sec_) + self.interval_sec_ + 5
 
     async def _load_new(self) -> None:
 
         last: Optional[MdSummary] = self.get_last()
         if not last:
             Log.warning(f"{self.fname()}: did not get last update")
-        elif not self.is_empty() and last.ts_ns_ <= self.history_[-1].time_ns_:
+        elif not self.is_empty() and last.ts_ns_ <= self.history_[-1].aggr_time_ns_:
             Log.info(
                 f"{self.fname()}: Received {last}. Already Have: {self.history_[-1]}"
             )
diff --git a/lib/live/rest_client.py b/lib/live/rest_client.py
index a5ed6c1..f576228 100644
--- a/lib/live/rest_client.py
+++ b/lib/live/rest_client.py
@@ -1,18 +1,12 @@
 from __future__ import annotations
 
-import asyncio
-from typing import Callable, Dict, Any, List, Optional
+from typing import Dict
 import time
 
 import requests
 
 from cvttpy_tools.base import NamedObject
-from cvttpy_tools.logger import Log
-from cvttpy_tools.config import Config
-from cvttpy_tools.timer import Timer
 
-from cvttpy_tools.timeutils import NanoPerSec, NanosT, current_nanoseconds, current_seconds
-from cvttpy_trading.trading.mkt_data.historical_md import HistMdBar
 
 
 class RESTSender(NamedObject):
diff --git a/lib/pt_strategy/live/live_strategy.py b/lib/pt_strategy/live/live_strategy.py
index 1520308..c23cde7 100644
--- a/lib/pt_strategy/live/live_strategy.py
+++ b/lib/pt_strategy/live/live_strategy.py
@@ -9,7 +9,7 @@ from cvttpy_tools.base import NamedObject
 from cvttpy_tools.app import App
 from cvttpy_tools.config import Config
 from cvttpy_tools.settings.cvtt_types import IntervalSecT
-from cvttpy_tools.timeutils import SecPerHour, current_nanoseconds, NanoPerSec
+from cvttpy_tools.timeutils import NanosT, SecPerHour, current_nanoseconds, NanoPerSec, format_nanos_utc
 from cvttpy_tools.logger import Log
 
 # ---
@@ -132,16 +132,26 @@ class PtLiveStrategy(NamedObject):
             await self._send_trading_instructions(trading_instructions)
 
     def _is_md_actual(self, hist_aggr: List[MdTradesAggregate]) -> bool:
-        curr_ns = current_nanoseconds()
-        LAG_THRESHOLD = 5 * NanoPerSec
-        
         if len(hist_aggr) == 0:
             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].time_ns_
+        lag_ns = curr_ns - hist_aggr[-1].aggr_time_ns_
         if lag_ns > LAG_THRESHOLD:
-            Log.warning(f"{self.fname()} {hist_aggr[-1].exch_inst_.details_short()} Lagging {int(lag_ns/NanoPerSec)} seconds")
+            Log.warning(
+                f"{self.fname()} {hist_aggr[-1].exch_inst_.details_short()}"
+                f" Lagging {int(lag_ns/NanoPerSec)} 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
         return True
 
@@ -163,8 +173,8 @@ class PtLiveStrategy(NamedObject):
             rows.append(
                 {
                     # convert nanoseconds → tz-aware pandas timestamp
-                    "tstamp": pd.to_datetime(aggr.time_ns_, unit="ns", utc=True),
-                    "time_ns": aggr.time_ns_,
+                    "tstamp": pd.to_datetime(aggr.aggr_time_ns_, unit="ns", utc=True),
+                    "time_ns": aggr.aggr_time_ns_,
                     "symbol": exch_inst.instrument_id().split("-", 1)[1],
                     "exchange_id": exch_inst.exchange_id_,
                     "instrument_id": exch_inst.instrument_id(),