Pardon if this information is old news to you. I found this catalog entry regarding a "Fidgety Phil":

Fidgety Phil; [by] Karl Kaps, arr. by Shipley Douglas. (Boosey's new supplemental military jour.) obi., 32mo, band pts. [9921
Francis. Day & Hunter. London, England. C 146766, Mar. 28, 1907.

The 9921 number was cited in a Library of Congress copyright listing as well. No idea if it's related to the tune you're seeking. This music may be for an opera (!) which I found mentioned once or twice.

Since the sports figure "Fidgety Phil" was born in 1901, meaning he probably wouldn't have achieved fame before Prince's recording, I assume the tune you seek was inspired or somehow related to the popular children's poem written by Heinrich Hoffmann, "Die Geschichte vom Zappel-Philipp" ("The Story of Fidgety Philip"). It was one of the poems in a short collection titled "Der Struwwelpeter" ("Slovenly/Shock-headed Peter") of cautionary tales he wrote and illustrated for his three-year-old son, and which he published in 1845. You can find the text in English (with a link to the German) at this web page: http://www.fln.vcu.edu/struwwel/philipp_e.html