Arguably, there is situational irony in Caesar's murder at the Capitol. 

With situational irony, the expected outcome of an event doesn't occur—instead, something happens that is the opposite of what we might have predicted. It would seem, therefore, that what happens later to Caesar "in relation to the preceding events" is ironic because when Julius Caesar returns to Rome after the death of Pompey on the feast of Lupercal in Act I, he is initially received with great adulation and enthusiasm, so his death would not be expected later on. In short, the parades in Caesar's honor are situationally ironic; the love of the people, which usually helps someone stay in power, here causes the conspirators to murder Caesar.

Cassius begs Caesar to restore Publius Cimber to citizenship, but Caesar refuses, 

I could be well moved if I were as you.

If I could pray to move, prayers would move me.

But I am constant as the northern star.... (3.1.63-65)

In Act III, scene i, there are two aspects of Caesar's death that might seem ironic to the audience. First, this great and powerful man was warned on several occasions that he would be killed on March 15th. The soothsayer warns Caesar to "beware the ides of March." His wife, Calpurnia, has just spent the night having nightmares about her husband's murder.Yet the man who has defeated so many enemies and is known as a tactical genius, ignores these warnings and openly walks into a trap designed to kill him. The most ironic thing, however, may be the fact that, in the moments immediately preceding his assassination, according to plan, Metellus approaches Caesar, begging him to repeal the exile of his brother. Caesar then gives a speech about his own greatness and unwaivering character. It is in this moment of boasting that the conspirators choose to begin the attack.

What is ironic about Julius Caesar's death in relation to preceding events?

I assume you are referring to the death scene of Julius Caesar in the eponymous play by Shakespeare. In this play, in Act 3, Scene 1, Caesar remarks to the Soothsayer at the opening of the scene that "the Ides of March are come," it having been prophesied that this day would bring doom for Caesar. In response, the Soothsayer cautions that they are not yet gone. This draws the audience's attention to the significance of what happens next.

Artemidorus appeals to Caesar to read "this schedule," which the audience knows contains information about the planned attack on Caesar. He implores Caesar to read it, but unfortunately the approach he takes is unsuccessful. He prevails upon Caesar to read his letter first because it "touches Caesar nearer," but this only has the effect of Caesar setting the letter aside. He says, "what touches us ourself shall be last served," an expression of humility. The great dramatic irony here is that, had Caesar read the letter, perhaps, had Artemidorus made his appeal on different grounds, then Caesar would have been forewarned of what was about to occur, and might have avoided death. Caesar has willingly rejected information that could have saved him.