A favourite pastime of music critics – sad anoraks that we are – is to peruse the gangantuan concert programmes of bygone eras, many of which started soon after lunch and finished near midnight, and then declare with a nostalgic sigh: “They don’t put on shows like that anymore.”

But they do! At the Proms next week is a concert of such prodigious length and meaty content that Sir Henry Wood himself might have cheered. Not least because it’s an exact reconstruction of an event that took place in his Edwardian heyday.

Well, almost an exact reconstruction. It replays the astonishing concert in Cologne in October 18, 1904, when Gustav Mahler conducted the premiere of his own Fifth Symphony – sublime Adagietto and all – in a programme that also included Beethoven’s Eroica Symphony, his Leonore No 3 Overture and (just so punters felt that they’d had their money’s worth) some Schubert songs. What’s more, the band playing at the Proms next Friday will be the Gürzenich Orchestra, Cologne’s city orchestra – whose predecessors did the honours for Mahler on that auspicious night.

But there’s one startling addition. Plonked in the middle of the programme is Punkte, a stonking 27 minutes of wild avant-garde music by Karlheinz Stockhausen. True, next Friday would have been Stockhausen’s 80th birthday (he died last December). But who on earth dreamed up the wacky notion of adding this piece of bracing postwar serialism to a historical reconstruction of a concert dating from 50 years earlier?

“The genesis of our concert is almost as remarkable as the content,” says Markus Stenz, the personable young German who is now at the helm of the Gürzenich. “We originally wanted to play an exact replica of the 1904 concert, so Prommers could enjoy the context in which Mahler Five was premiered. But we also knew, of course, that our Prom fell on Stockhausen’s 80th birthday – and Stockhausen was born and bred in our city. So we offered to play a late-night Prom of Stockhausen as well. But it was a stroke of inspiration by Roger Wright [the BBC Proms director] to say: ‘Hang on, there’s something else we could do here. We could turn it into one huge mega-Prom, with the Stockhausen as the centrepiece’.”

That’s one difference from the 1904 programme. There’s another. “We all felt that performing four Schubert songs with only their original piano accompaniments in a vast space like the Albert Hall was not the best idea,” Stenz says. “So we have commissioned four new orchestrations of these songs – two from British composers, two from Germans – to cast fresh perspectives on Schubert.”

Such boldness is entirely in keeping with Gürzenich’s traditions. It is 150 years old, and takes its name from the hall in which it played for more than a century. Like the Vienna Philharmonic, it also serves as pit orchestra for the city’s opera house (also run by Stenz). There it performs everything from Mozart to brand new music-theatre pieces, 160 nights a year. “That keeps the players alert!” Stenz declares.

But throughout its history the orchestra has also championed new pieces in the concert hall. Several turned out to be corkers – not just Mahler’s Fifth, but Brahms’s Double Concerto and Strauss’s Till Eulenspiegl and Don Quixote were all premiered in Cologne.

And of course the Gürzenich has a direct link with Stockhausen. “Obviously we weren’t able to provide him with the electronic facilities he needed for many of his pieces,” Stenz says. “But he did come and conduct his acoustical scores, and it’s one of those that we have chosen for the Proms. I think it will sound great in the Albert Hall. Mind you, playing it is a bit like tackling Mount Everest without oxygen.”

Stenz is best known in Britain for his work with the specialist contemporary-music orchestra, the London Sinfonietta. He will be back more regularly next year when he becomes principal guest conductor of Manchester’s Halle Orchestra. But he believes that he and his Cologne band can still break a lot of new ground together.

In one respect, they lead the world. Three years ago they inaugurated Go Live!, a scheme that sets out to record all the orchestra’s concerts and then instantly turn them into CDs that concertgoers can purchase (for ten euros) as they leave the hall. Although the idea has been imitated occasionally elsewhere, including Britain, Cologne is the only place where it has become part of the regular concert routine.

“The tricky part is not recording the concert,” Stenz says. “It’s finding 48 CD-burners quick enough to turn out and then package the discs in the three minutes that the audience takes to pick up its coats.”

And do concertgoers usually want to buy what they have just heard? “That depends!” Stenz says. “Sales can vary from 90 up to several hundred. It’s a bit like the TV ratings. It gives you an instant snapshot of how much you’ve really pleased the audience.”

I wonder how many of that 1904 audience would have bought an instant CD of Mahler’s Fifth Symphony, had one been available on that memorable night.

The Gürzenich Orchestra play the Albert Hall, London SW7 (www.bbc.co.uk/proms (0845 4015040), Fri

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