There was a high pressure gradient with a high pressure system moving inland the last time I flew from an inland airport to an uncontrolled, coastal airport, and it presented me with a new situation and a question for you guys.
Upon departure, the controller gave us an altimeter setting of 29.88 with an instruction to get the weather for our destination.
When we got the weather for our destination, still about 20nm away, we changed the altimeter setting to our destination airport, 29.99, obtained from the "one-minute-weather" ASOS and advised the approach controller that we had the weather. We were deviating from our assigned altitude (IFR training flight), about 100' and the approach controller told us we were 200' off and asked us to "verify correcting" and gave us the altimeter setting of 29.88 again.
Question: When should I change to the destination altimeter setting? When cleared for the approach, and not when I obtain the destination weather? This was an interesting case because usually the altimeter setting difference between the two airports is marginal, even with the ASOS reporting the pressure change every minute up to the point when the towered airport finally updates its ATIS.