His most famous early records were Rachmaninoff 's Piano Concerto No. 3 with Albert Coates and the London Symphony Orchestra ( the first time that piece was recorded ) and Franz Liszt 's Sonata in B minor . When Horowitz was not playing in public , he sometimes made recordings in his house . Horowitz 's first European recording , in 1930 , was of Rachmaninoff 's Piano Concerto No. 3 with Albert Coates and the London Symphony Orchestra , the world premiere recording of that piece .