from hk to shenzhen need visa?

im currently in singapore, holding a philippines passport, i wil be having 5days tour to hk and 1nyt in shenzhen, do i need visa? how and where to obtain? coz i read from the blog i can obtain shenzhen visa in immigration counter from hk mrt and must obtain on the same day? and cathay pacific inquiry officer told me if less than 24hrs stay in shenzhen no need visa? and u told me i must obtain ahead of time? which is which?