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David's interest in improvisation is represented by two recordings of live performances. One is an 'old style' fantasia which has its stylistic roots in the music of the seventeenth and eighteenth centuries. The subject is the chromatic fourth, which Thomas Morley describes as 'this point which our organists use' in 1597. The lack of fancies on this theme from the period suggest that it was used as a theme for improvisation.

The improvised toccata provided the exit music at one of the summer graduations in 2012, and is in a much later style. Both are performed on the organ by Bernard Aubertin (2004) in King's College Chapel, University of Aberdeen.