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The Jazz Age was a period of time between World War One and the Great Depression. Jazz music was started in 1895 in New Orleans and brought out several new dance steps like the Charleston, Black Bottom, and even the Tango. Jazz music is a mixture of Ragtime, marching band music, and the Blues.
King Oliver
To really know the roots of 1920s music, you must start with the King Oliver Creole Band, which played primarily on the South Side of Chicago. King Oliver brought together a blend of multiple styles like marches and "ragtime" and mixed in the blues and pop songs of the 1920s. Oliver's big hit was called "Dippermouth Blues," the band played the song nightly at the request of the crowd. An interesting fact about "Dippermouth Blues" is that it is the first jazz song to feature a fully-developed trumpet solo. At the time, King Oliver was the most famous jazz player in the world, but playing right behind him in "The Creole Jazz Band" was Louis Armstrong.
Louis Armstrong
Is considered the most famous and influential musician that the United States has ever produced. Armstrong played with King Oliver's band at the beginning of the 1920s, by the end of the decade he had moved on to a highly successful career playing around the world with nearly every famous jazz musician.