The prototype E850 named "Lord Nelson" was ordered from Eastleigh railway works in June 1925 but production proceeded slowly, at Maunsell's insistence, to ensure that the weight was kept to a minimum at every stage, so the locomotive did not appear until August 1926. It was tested on a variety of duties over the next year, with sufficiently encouraging results for an initial order for ten more locomotives for delivery between May 1928 and April 1929 to be placed. These were originally scheduled to be allocated to Battersea depot and fitted with 4,000 gallon 6-wheeled tenders suitable for the Continental ports. However, during construction, it was decided to equip half of the class with 5,000 gallon 8-wheeled tenders necessary for the longer West of England routes and to allocate them to Nine Elms depot. A further batch of ten locomotives was ordered in 1928, before the previous batch had been delivered, but when it became apparent that the Stock Market Crash of 1929 would be likely to reduce the demand for Continental travel, this second order was reduced to five.