I can remember playing Under The Double Eagle in high school marching band back in the late fifties.  The tune was written by Austrian composer  Josef Wagner but was popularized in this country by, as you surmised, John Philip Sousa.  There is an intro to the main melody in the march version  and Norman Blake includes his nterpretation of it in his recorded version.  This lesson really is fun and and it sounds great if you are playing without rhythm accompaniment.  Thanks.