Stewards have opened an inquiry into the ride on Zanbagh in the Light Fingers Stakes, grilling jockey Blake Shinn over his effort on the Australian Oaks-bound filly.

Zanbagh settled second last in Saturday's 1200-metre event and struggled to stay in touch with the majority of the field before posting the fastest final 200m of the day.

The filly eventually warmed to her task over the final stages, running on to finish just over four lengths from the winner Sweet Idea.

Shinn and Zanbagh's trainer Guy Walter were spoken to before the first race at Randwick on Wednesday with chief steward Ray Murrihy asking why Shinn didn't show more urgency to tack onto the field.

The jockey said Zanbagh was a staying filly and was out of her comfort zone.

"She wasn't picking up because of the tempo of the race," he said.

"She couldn't go any faster."

Murrihy said while the run confirmed Zanbagh as one of the best chances for the Oaks, it did little for the punters who specked the filly from $101 to $91.

"It was a good pipe-opener for the Oaks but what about the people who supported her?" he said.

Murrihy said on face value the filly's run could be viewed as "a good trial".

"There doesn't look to be a lot of vigour from you," he told Shinn.

The race was run in a smart 1.09.09 and Shinn said the speed was always building which left his mount flat-footed.

Walter was adamant Zanbagh was there to win.

"It's a Group race, it's the Light Fingers Stakes. We're there to win," Walter said.

"But she's got to be ridden a particular way - A, to win and B, for the future."

Zanbagh is one of the favourites to win the $1 million ATC Australian Oaks at Randwick on April 19.

Her dam Wild Iris won the Oaks in 2004 and Zanbagh is on the second line of betting at $8 to make it a family double.

She split Kirramosa and Solicit when runner-up in a thrilling finish to the VRC Oaks during the Melbourne Cup carnival.

The inquiry has been adjourned.