I'm building my first bicycle and kind of learning as I go. Everything's assembled and now I just want to adjust the shifting so that everything's smooth. Problem is when the front and back derailleurs are both in the smallest gear, the chain's rubbing against the side of the largest chainring. I have a SRAM Rival double 10 speed crankset, Ultegra derailleur, Shimano 9-speed cassette, and Tiagra derailleur. Could this be a crankset/cassete/other compatibility issue or do I just need to keep playing with the derailleur?
Thanks for the help.

Nothing you can do for the chain rub. There are very few frames that do not have chain/chainring rub when in the small/small gear selection. By the time you shift into the small/small gear selection -- you should have already shifted into the big chainring and another cog in the rear.

Using the small/small gear isn't generally advised, since it runs the chain at an angle which supposedly increases chain wear. In any case, it's causing the chain to rub and isn't really needed, since you will have a similar gear that uses the large or middle chainring. I'd just not use it.