Audi Sport Abt Schaeffler driver Lucas di Grassi set the pace in an interrupted session at the Autodromo Hermanos Rodriguez.
The Season 3 champion set his fastest time fairly late in the session as a lot of drivers set their fastest laps in the first 5 to 10 minutes.
The reason for the interruption of the session was for a big accident for DS Virgin's Alex Lynn who tried to pass Mahindra's Felix Rosenqvist on the outside of turn two while on a 200kw lap.
The British driver got on the dust off the racing line and hit the wall hard.
He had been due to take a 10 place grid penalty for a gearbox change.
Rosenqvist was second fastest with Panasonic Jaguar Racing's Mitch Evans rounding out the top three.
Nick Heidfeld was fourth in the other Mahindra despite clouting a bollard in the stadium section during the latter stages of the session with Lynn 5th.
Antonio Felix da Costa came sixth for MS&AD Andretti after setting a time once the session had been restarted followed by Daniel Abt in seventh with Season 2 champion, Sebastien Buemi in eighth for Renault e.dams and Jose Maria Lopez in ninth for Dragon despite making contact with the wall at turns 12 and 13 earlier on in the session.
Sam Bird rounded out the top 10 in the other DS Virgin Racing car and like Lynn and di Grassi, will be taking a 10 place grid penalty.
Jerome d'Ambrosio was eleventh in the other Dragon car despite stopping on track briefly with Oliver Turvey twelfth in the first of the NIO's and Andre Lotterer thirteenth in what was a disappointing session for Techeetah.
Nico Prost was fourteenth in the other Renault e.dams car with Tom Blomqvist finishing fifteenth with Luca Filippi sixteenth.
Season one champion Nelson Piquet was a disappointing seventeenth with the championship leader, Jean-Eric Vergne eighteenth fastest.
Rounding out the field was the Venturi drivers with Edoardo Mortara beating Maro Engel by just under a tenth of a second.
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