Annie Ross set the words to a saxophone solo by Wardell Grey, who must be credited with the music.

Ross was singing this song before the trio came into being. To quote the liner notes by Jon Hendricks on the LP The Best of Lambert, Hendricks and Ross (1974), describing the origins of the group:

Meanwhile, Annie Ross, she of the Titian tresses, Balenciaga dresses and British background, was getting around, musically, recording her witty, creative lyrics to Wardell Gray saxophone solos like "Twisted," "Farmer's Market" and "Jackie".

Those ineffable Fates were later to make her one of a group of thirteen singers Dave Lambert engaged to Sing a Song of Basie [1957, the first LH&R recording]—the only one who had any idea of what we were doing being Annie. And so from backgrounds of the most mutual interest we came together.