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In most recordings of baroque concertos that I've heard, the soloist plays straight through without stopping, especially in the first movement. While there are marked solo sections where the soloist is more exposed, but she plays the whole time.

One exception to this that I've found:

However, is this the exception or the rule?

In Classical/Romantic concertos, there are often long orchestral introductions and many tutti sections where the soloist stops and awkwardly holds his instrument/fiddles with it/stares silently into the crowd with intense eyebrow movements. Is this also part of the style of the day?

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    "Is this also part of the style of the day?" - which "day" are you referring to there? At least from Beethoven onwards, there is zero doubt in the score as to where the soloist plays and rests. Before that, the relationship can get more complicated... – user19146 Jul 6 '18 at 0:33
  • Related question. – guidot Jul 6 '18 at 14:04
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I think your observation is correct. In the Baroque period, although the solo instrument(s) were generally scored in the tutti sections, there are a few works where they are in the habit of laying out until their featured entry.

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    Could you add some dates here -- historical periods where soloists were just members of the sections, and when it became more common to have separate standalone performers? – Carl Witthoft Jul 6 '18 at 13:33
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I've read that this was the practice with Vivaldi Concertos (to play through the tuttis). But I am open to the possibility that perhaps the tutti sections were written into the solo parts as cues for the soloist. I've never seen this possibility discussed. Probably there are some good reasons that I don't know about. (Especially since I haven't made a study of the subject, just had it as something I've long wondered about.)

One question that arises, at what point did the practice of including cues start, and were smaller notes used from the start, or were the smaller noteheads an innovation, and if so, when was that innovation?

As far as the modern oboe is concerned, it certainly makes sense to rest instead of play on Vivaldi concertos, and most recordings that I know of allow the oboist to rest. A baroque oboe would be better able to play both the tuttis and solo sections without fatigue issues, since the baroque oboe is not played maintaining as high a breath pressure.

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