A non-hypergeometric E-function

We answer in the negative Siegel's question whether all E-functions are polynomial expressions in hypergeometric E-functions. Namely, we show that if an irreducible differential operator of order three annihilates an E-function in the hypergeometric class, then the singularities of its Fourier transform are constrained to satisfy a symmetry property that generically does not hold. The proof relies on Andr\'e's theory of E-operators and Katz's computation of the Galois group of hypergeometric differential equations.