The orchestra gave its first public concert under the conductor, Alonso Cordelás on 7 February 1904 at the Teatro Real. The next year Enrique Fernández Arbós became conductor of the orchestra, and he stayed with them for more than 30 years. The orchestra played a lot of Spanish music as well as music by composers from other European countries. Some very famous people such as Igor Stravinsky and Richard Strauss conducted the orchestra. The orchestra gave the first performances of famous pieces such as: Falla's "Nights in the Gardens of Spain" (1916) and Prokofiev's Second Violin Concerto (1935). 