In the 45-minute free practice session, series dominator Palmer was straight out of the blocks and went to the top of the timesheets.
He started off on 1m48.816s, then worked down to 1m47.809s after 10 minutes, which was 1.8s clear of the rest of the field at the time.
His next quick lap was a 1m47.287s, which was soon beaten by ART's Stoffel Vandoorne, who lapped in 1m46.740s halfway through the session while Palmer was in the pits.
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Arthur Pic spent a short time at the top of the times for Campos Racing thanks to his 1m46.618s with three minutes to go, but with a minute remaining on the clock Palmer reset the bar at 1m46.083s, 0.535s clear of the pack.
Andre Negrao set a surprise third-fastest time in his Arden car, just 0.005s slower than Pic.
Vandoorne ended the session fourth, ahead of Mitch Evans for the Russian Time team, as Kimiya Sato made it two Campos cars in the top six.
Palmer's title rival Felipe Nasr was down in ninth, just one place ahead of series returnee Tio Ellinas, standing in at Rapax for Adrian Quaife-Hobbs, who is recovering from a neck injury.
Incidents of note included Carlin's Julian Leal pulling off at Turn 2 early on, while Daniel Abt ground to a halt in the closing moments in his Hilmer car.
Johnny Cecotto Jr spun at Turn 7 without harm, and finished the session in seventh for Trident.
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