I bought it new, the first 100 rounds i shot were fine, not a single malfunction.

The second time i went to the range i put another 100 rounds through it and was getting a failure to go into battery probably every other magazine, so about once every 10-15 rounds.

is this a common problem for this firearm? i heard the first round of production had some issues.

Is it the firearm or could it be me? possibly limp wristing when im shooting or something?

I cleaned and oiled the heck out of it, will take it to the range here shortly and give and update.

Extractor problems. Probably the extractor is too long and failing to slip over the case as it enter the chamber. The next time that happens, hold the gun by the slide, press the rear of the extractor (the part away from the cartridge) and I'l bet it goes into battery. Send the gun to Sig and have them place the too long extractor.

Every other magazine? How many were you using?

Malfunctions are primarily mag, ammo, operator, then the gun. The best course of action is to narrow down if it's one particular magazine, which is common as dirt causing a problem. The AR community deals with it all the time, that's why the huge demand for Pmags, as they are highly consistent and don't get bent if dropped.

If it's just one mag, compare it to the other, it might just be a tiny amount bent. Your call if you want to correct it.

I'll assume you were using just one specific load of ammo, try it with a completely different one. Sometimes ammo just doesn't work well in some guns, in this case they just may be hanging up, where another round with plated cases, crimps, and a different ogive on the nose feeds 100%. And the older P938s are known to need a buff up on the feed ramp. If the gun was made prior to Oct 2012 it might be one.

Another issue is which round in the stack? If it is pretty much the same one down the row, then you have another bit of data to ponder. It does very much boil down to things like the second to last round on Mag "B". That can pinpoint a follower issue with that mag tilting.

That would be exercising due diligence before sending it back, it's the sort of thing any factory would like to hear when you call CS for an RMA to ship it.

Can't wait to have the same kind of problems - means I paid off the layaway and can actually shoot it.

I have a 6 rd and 7 rd extended mag, it was happening with both, ammo was just ball Winchester i think, it happened with some defensive golden sabers too. When i took the gun home to clean it after that range time i remember it being dry.

I went to the rang tonight and made sure the lube the heck out of it and it shot perfect, well over 100 rds with not a single issue. Hopefully it was just a lack of lube and maybe needed some more rnds to break it in, as long as it keeps shooting like it did last night im happy :)

I would highly recommend using a quality gun grease on the slide rails.  

I have always used only oils on my guns, but starting using grease on my P938 Equinox when it was new based on advice I had heard concerning various Sig models.  

Mine has run flawlessly from the start using 115 grain Winchester white box primarily.  I was a little leery when I purchased it with the reported problems during the first several months of production, especially with the lighter 115 grain ammo.  I love mine though, it is a fun gun and it's usually my go to carry gun without any reservations.

I have read alot of people recommending grease instead of oil.

What grease do you use on your sig?

I use Slip 2000 EWL grease on my p938 slide. It stays put and has worked well.

Any good lithium based auto grease should do. The idea is to get it onto the actual rubbing surfaces of the rails. One SIG forum sticky suggests the slide lifts during cycling and it's the upper side of the receiver channel and upper part of the rail. The point was to use a lot, rack the slide and wipe off the excess that comes out the joint.

It's my experience oils continually creep and thin out, plus firing slings them off, where the heavier bodied grease clings better. That is exactly the two conditions of use in a car - oil is pumped and maintained by supply on engine bearings, but hubs and wheels, it has to stay on to work, there isn't any other.

I'm picking up my P938 today, plan to put a box or two thru it, and grease is going along to the range. New guns should be cleaned to remove manufacturing grit, lubed per spec, then operated with an eye to not running them dry. I've done it with a new AR15 to make a point, but with a pistol's typically closer tolerances it's better if you don't. The difficult proposition is if you IWB and don't want messy clothing. There's no good answer for that.

I have been using a tube of Mil-Comm TW25B that I believe actually came with the gun.  It's white in color (maybe lithium grease?).  It seems to work well.  I plan on buying more when what I have runs out.  

It may just be a good automotive grade grease that they are marking up and marketing as a speciality firearms grease with their magic dust in it, but for the small amount I'll use, I'll probably stick with it.  You would probably have good success with a good automotive grease as one of the other posters said, also.  

Sig includes a small tube of TW25B grease for the rails of their firearms.
My LGS had a syringe tube with needle point applicator so I got that.
It applies very precisely and works great.