Lambton Quay, the second of Pruden's "Wellington" scenes, began life as a march for brass band but was recast for orchestra, in which form it won the first prize of ¬£100 in the 1959 APRA/NZBC (Australian Performing Right Association/New Zealand Broadcasting Corporation) competition for orchestral works. The National Orchestra premiere, in the Wellington Town Hall on 16 May 1959 under John Hopkins, was well received.  Subsequent performances took place under Pruden's baton during the Summer Proms on 14 February 1963 and in a concert celebrating the Golden Jubilee of Radio Broadcasting in New Zealand on 22 November 1975. A Summer Proms performance in Wellington on 20 February 1971 (part-way through a national tour), under the English conductor Christopher Seaman, almost went awry. The Wellington Youth Orchestra gave the last performance of Lambton Quay in the composer's lifetime on 28 April 1981 under William Southgate, with Pruden playing the timpani.

An explanatory note in the score "Lambton Quay, which follows the old winding seashore, was the shipping quay until the 1870s." The piece is not, therefore, a street scene but an animated picture of the bustling port and its day-to-day activities, a vivid orchestral "snapshot" of the Wellington waterfront in its early days. Pruden described the work in a pre-broadcast talk (to a performance conducted by Alex Lindsay on 16 December 1969) as "being in the form of a march and trio (in the Elgar Pomp and Circumstance style, with the trio tune given a broad treatment at the end), only more expanded and developed: the recapitulation is not regular and things appear in a different order."