diff --git a/crates/ml/examples/alpha_compose_backtest.rs b/crates/ml/examples/alpha_compose_backtest.rs
index f434a4a99..0c83b6552 100644
--- a/crates/ml/examples/alpha_compose_backtest.rs
+++ b/crates/ml/examples/alpha_compose_backtest.rs
@@ -382,6 +382,7 @@ fn main() -> Result<()> {
         cli.max_snapshots,
         Some(&alpha_cache),
         cli.real_spread,
+        None,  // E.4.A T4: mbp10_dir wiring + --use-real-depth flag lands in T5
     )?;
     let n_total = rows.len();
     info!("Loaded {} snapshots", n_total);
diff --git a/crates/ml/examples/alpha_dqn_h600_smoke.rs b/crates/ml/examples/alpha_dqn_h600_smoke.rs
index 919e94dbb..8bd1c6f1d 100644
--- a/crates/ml/examples/alpha_dqn_h600_smoke.rs
+++ b/crates/ml/examples/alpha_dqn_h600_smoke.rs
@@ -650,6 +650,7 @@ fn main() -> Result<()> {
                 cli.max_snapshots,
                 alpha_cache_vec.as_deref(),
                 cli.real_spread,
+                None,  // E.4.A T4: mbp10_dir wiring + --use-real-depth flag lands in T5
             )?
         }
         (None, Some(mbp10)) => {
diff --git a/crates/ml/src/env/loaders.rs b/crates/ml/src/env/loaders.rs
index 387a61109..99f96f90f 100644
--- a/crates/ml/src/env/loaders.rs
+++ b/crates/ml/src/env/loaders.rs
@@ -127,7 +127,20 @@ pub fn load_snapshots_from_fxcache(
     max_snapshots: usize,
     alpha_cache: Option<&[f32]>,
     use_real_spread: bool,
+    // Phase E.4.A.4: when Some, peek MBP-10 by timestamp to populate
+    // SnapshotRow.bid_l[1..10] / ask_l[1..10] from real LOB depth.
+    // When None, synthesize L2-L10 at ±tick offsets (current behaviour).
+    // This commit introduces the parameter; the real-peek implementation
+    // lands in Task 5 follow-on.
+    mbp10_dir: Option<&Path>,
 ) -> Result<Vec<SnapshotRow>> {
+    if mbp10_dir.is_some() {
+        warn!(
+            "fxcache loader: mbp10_dir provided but real-peek not yet \
+             implemented (Phase E.4.A Task 5 follow-on) — falling back \
+             to synthesised L2-L10 offsets"
+        );
+    }
     let reader = FxCacheReader::open(fxcache_path)
         .with_context(|| format!("open fxcache {}", fxcache_path.display()))?;
     let alpha_dim = reader