The first phonograph recording was cut on February 28, 1923 for Columbia, alongside “Papa Blues”, “Railroad Blues” and “Glory Shout”. Neither of them was ever issued.
To my knowledge, the piano roll versions of “Caprice Rag” have not been issued on CD yet, unlike many other James P. rolls from these early years. Both the Metro-Art and the Perfection rolls are included in “James P. Johnson 1917, volume 2” (Biograph BLP 1009Q). The 1943 Blue Note version can be found in "The Complete Blue Note Sessions Of Edmond Hall/James P. Johnson/Sidney De Paris & Vic Dickenson" (Mosaic MD4-109).
For instant pleasure and visual enjoyment, check Dick Wellstood playing “Caprice Rag” on December 3, 1978 at Manassas, Virginia.