There have been several grange songbooks published. The first, reputedly, was Songs for the Grange by Miss Caroline Hall (1871), which was based in large part on the collecting of Rev. Aaron Grosh. I believe she later married, becoming Dora Hall Stockman. Historical snippets suggest that the Grange Organization wanted more control, however, and so produced their own Grange Songbook in 1874(?). There is a Grange Songbook listed with Amazon, published by the National Grange in 1983--I suspect it has consolidate the old songbook with Hall's and perhaps some others. (They also published a Junior Grange Songbook in 1986.)

Given that grange organizations were often local affairs, not strictly associated with the National Grange Organization, I suspect there have been many other privately published songbooks. The Minnesota State Grange has a grange songbook published in 1964. Then there's Twenty-five Peppy Grange Songs, by James Rowe (1931). Michigan State published a collection in 1935... Sadly, I haven't found scans of any of these online.

As most of these collections are fairly small (the largest compilation appearing to be an expanded Stockman songbook, with 154 songs), it's hardly surprising if this particular song doesn't appear in any particular one, or even in most. The song's previous existence in England wouldn't argue against it being a grange song, either, except in nascent origin, since many of the grange songs were thinly adapted hymns, and probably adapted folk/popular songs as well.