Yes, there should be a black plastic plug. You can get it from the dealer, about $8.00 if I remember correctly. Don't have a part number handy, but you can find it on the EPC.

J. M. van Swaay

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1994 E320 Wagon, 230,000 miles
1995 E320 Sedan, 106,000 miles
1994 E500 Sedan, 79,000 miles