For the full story, see Roy Palmer, The Rambling Soldier, Penguin Books, 1977, pp 119-126. McCaffrey was executed on Saturday 11 January 1862, in front of Kirkdale Gaol in Liverpool. There has long been a strong and persistent rumour that singing this song was at some time or other a serious disciplinary offense in the Army, but there seems to be no evidence that that is anything other than folklore.