If it was a factory round I would look to the ammo maker for compensation
If it was a reload you made I would look in your wallet for the funds
Direct and to the point. Liability may rest with someone other than the firearm manufacturer, sometimes the owner. I hope it was factory ammunition in this instance.
There is also something which Sig owners often forget - warranty coverage limitations.
(From the Sig website)
This limited warranty is null and void if the firearm has been misused, damaged (by accident or otherwise), fired with handloaded, reloaded or improper ammunition, fired with an obstruction in the barrel, damaged through failure to provide reasonable and necessary maintenance as described in the manual accompanying the firearm, or if unauthorized repair or any alteration, including of a cosmetic nature, has been performed on the firearm. This limited warranty does not apply to normal wear and tear of any parts.
Yes, many of us shoot reloaded ammo without
ever having any issues, but now and then something happens - even with the the FFL06 ammunition manufacturers. Keep your ammo boxes until after a range session, just in case.
Another thing to remember are those 'modifications' we all make - the sights we changed OR that funky aftermarket guide rod... Keep all the original parts and return your pistol to factory condition should it ever have to go back to Sig for warranty work. None of us want anything which could cause the rejection of a warranty claim.