"The Streets of Cairo, or The Poor Little Country Maid," by James Thornton (1895).

It is claimed that the melody was played during the World's Columbian Exhibition of 1893, in Chicago, to accompany the then-scandalous belly dance of the performer known as "Little Egypt" (the tune is also called "Little Egypt's Dance"), but I've seen no proof of this.

It is entirely possible, however, that Thornton (composer of "My Sweetheart's the Man in the Moon," "When You were Sweet Sixteen," etc., merely arranged and expanded the belly-dance tune (allegedly of Moroccan origin) and added his own lyrics.