Anne Briggs made an excellent job of it under the title 'Martinmas Time' on the Topic album (vinyl) 'Bird In The Bush'.
Don't have lyrics (used to sing it), but it starts:

It fell upon the Martinmas Time,
When the snow lay on the borders,
There came a troop of soldiers here
Seeking out their winter quarters

With me ri fol lol the day, the lol the laddy o
With me ri fol lol the day the laddie i do.

They rode up and they rode down,
And they rode o'er the border,
Until they came to a fair pretty maid
And she was a farmer's daughter.

It's Scots, from Aberdeenshire and can be found in The Greig Duncan Collection, though I can't lay my hands on it at present as it doesn't appear under that title or with that first line.
Jim Carroll