The early session, held at 7:30 local time, brought with it a very cold track and air temperatures at just six degrees celsius; highly unusual conditions for a Formula E race weekend, which threw up a new challenge for these GEN3 cars and the new Hankook tyres - with times around two tenths of-a-second slower than those seen in Free Practice 1 as a result.
The top 18 were split by just a second, with only 0.865s dividing Wehrlein at the top of the timesheets and NEOM McLaren's Rene Rast in 17th.
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Wehrlein's 1m13.496s saw him take the initiative ahead of quali, with the German looking to pick up where he left off on Mexican soil, following his and the team's first win in that one-two here last season. His time was inside Jean-Eric Vergne's best of the session by just 0.004s.
NIO 333's Sergio Sette Camara kept it consistent with another third-quickest lap time in a practice session this weekend, after managing the same yesterday. The signs are promising for the NIO 333 team, with the Anglo-Chinese outfit confident they've found something in software others have yet to nail so far, in limiting the front tyres locking into turns. Jaguar TCS Racing's Mitch Evans and DS PENSKE's Stoffel Vandoorne rounded out the top five.
Avalanche Andretti's Jake Dennis had looked like he'd be the fastest on-track when the chequered flag was flown, setting a 1m13.137s at the last, but this was unceremoniously deleted by the eagle-eyed race stewards for track limits. An early-season Jake Dennis struggle.
There was an early yellow flag for Jaguar TCS Racing's Sam Bird, who pulled over in the stadium section after a suspected MCU error. Bird's front axel seemed to have locked in the process, which resulted in him damaging the front wing of his Jaguar with a nudge into the barriers. However, a complete reset of his machine saw him get going again minutes later. With only five laps completed in the session, it wasn't the start Bird would have wanted, especially after reporting "communication issues" in FP1 yesterday.
As seen in FP1, drivers were still finding the limits of their new cars. A handful of drivers were still going straight on at Turn 1, as it's the part of the circuit with the highest braking around the Autodromo Hermanos Rodriguez.
Edo Mortara pushed his Maserati MSG Racing Tipo Folgore too hard, with the Swiss driver whacking the left-rear corner of his car into the wall around the outside of the Peraltada, kicking up dust and damaging his suspension. The incident, which happened in the same spot as NEOM McLaren's Rene Rast yesterday, meant he was forced to limp around the track on his way back to the pit lane. Unfortunately for him, he never made it back to the garage and was forced to find an escape road to watch the remainder of Free Practice.
Qualifying follows at 09:40 and Round 1 the Hankook Mexico City E-Prix comes shortly after that, at 14:00 local (UTC -6).