A couple of interesting points.
- The band playing for dancing was the "Europe" band, e.g., James Reese Europe's band.
- Mrs. Otto Kahn, the mother of Roger (the musician, not the tennis player)
The New York Times Dec 27, 1914.
The New York Times Jan 10, 1917.
This is the kind of music that I imagine was played in the Strand Roof Garden in 1914.