Rig Veda Book 4 has certain hymns dedicated to a Dadhikri/Dadhikras that talk about the great speed and agility of this divine horse:
1 FROM you two came the gifts in days aforetime which Trasadasyu granted to the Pūrus. Ye gave the winner of our fields and plough-lands, and the strong smiter who subdued the Dasyus.
2 And ye gave mighty Dadhikrās, the giver of many gifts, who visiteth all people, Impetuous hawk, swift and of varied colour, like a brave King whom each true man must honour.
3 Whom, as ’twere down a precipice, swift rushing, each Pūru praises and his heart rejoices, Springing forth like a hero fain for battle, whirling the car and flying like the tempest.
4 Who gaineth precious booty in the combats and moveth, winning spoil, among the cattle; Shown in bright colour, looking on the assemblies, beyond the churl, to worship of the living.
5 Loudly the folk cry after him in battles, as ’twere a thief who steals away a garment; Speeding to glory, or a herd of cattle, even as a hungry falcon swooping downward.
6 And, fain to come forth first amid these armies, this way and that with rows of cars he rushes, gay like a bridesman, making him a garland, tossing the dust, champing the rein that holds him.
7 And that strong Steed, victorious and faithful, obedient with his body in the combat, Speeding straight on amid the swiftly pressing, casts o’er his brows the dust he tosses upward.
8 And at his thunder, like the roar of heaven, those who attack tremble and are affrighted; For when he fights against embattled thousands, dread is he in his striving; none may stay him.
9 The people praise the overpowering swiftness of this fleet Steed who giveth men abundance. Of him they say when drawing back from battle. Dadhikrās hath sped forward with his thousands.
10 Dadhikrās hath o’erspread the Fivefold People with vigour, as the Sun lightens the waters. May the strong Steed who winneth hundreds, thousands, requite with sweetness these my words and praises.
Judging by the lavish praise that has been heaped on it, this doesn't seem to be an ordinary steed. It could perhaps be a divine horse or maybe a metaphor for something else altogether. Do any scriptures mention the story of this Dadhikras?