The release of a new Grigory Sokolov album is always an event. Almost literally, because the legendary Russian pianist avoids the studio, exclusively recording live in concert. In that, he is the opposite of Glen Gould (of whom, it must be said, Sokolov is a fan), who gave up live performing early in his career in favour of the recording studio.

It’s also an event from the profound interest it garners, particularly from his loyal fans, who regard Sokolov as near godlike. As documentary filmmaker Bruno Monsaingeon says, “There are many people who are convinced that, following the deaths of musicians like Arturo Benedetti Michelangeli, Glenn Gould and Emil Gilels, [Sokolov] is now the greatest living pianist”.

A product of the rigorous Soviet school of piano playing, Sokolov is possessed of an immense technique. But his intellect is equally immense. As is his individuality. Above all, he lives to perform, and despite being in his early 70s still maintains a punishing touring schedule.

Since Sokolov signed with Deutsche Grammophon in 2014, there has been a steady trickle of audio and video releases comprising material from...